+268.0%
APH vs STLA
-70.3%
+338.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -8.2% |
| 7D | -12.7% | -5.5% | -7.2% | -11.6% |
| 30D | -19.2% | -3.7% | -15.5% | -18.7% |
| 3M | -16.7% | -21.1% | +4.5% | -12.3% |
| 6M | +5.1% | -38.3% | +43.5% | +17.2% |
| YTD | +6.6% | -59.2% | +65.8% | +29.4% |
| 1Y | +3.9% | -56.7% | +60.6% | +23.6% |
| 3Y | +246.0% | -74.3% | +320.4% | +360.8% |
| 5Y | +268.0% | -70.2% | +338.2% | +332.8% |
| All | +268.0% | -70.3% | +338.3% | +332.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling