+288.5%
APH vs STLA
-73.7%
+362.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.2% | +8.4% | +8.2% |
| 7D | +1.1% | -6.4% | +7.4% | +2.2% |
| 30D | -7.5% | -1.3% | -6.1% | -7.5% |
| 3M | -4.4% | -19.9% | +15.5% | -1.1% |
| 6M | +26.5% | -42.9% | +69.4% | +38.6% |
| YTD | +20.0% | -59.4% | +79.5% | +37.6% |
| 1Y | +16.9% | -56.8% | +73.7% | +31.8% |
| 3Y | +288.5% | -73.1% | +361.6% | +362.9% |
| All | +288.5% | -73.7% | +362.2% | +362.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling