+282.2%
APH vs STLA
-70.1%
+352.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | -5.9% | -4.5% | -1.4% | -5.0% |
| 30D | -14.8% | -3.9% | -10.9% | -14.2% |
| 3M | -12.4% | -20.2% | +7.8% | -8.1% |
| 6M | +8.1% | -42.2% | +50.2% | +22.5% |
| YTD | +10.9% | -59.3% | +70.3% | +34.8% |
| 1Y | +8.8% | -56.1% | +64.8% | +28.8% |
| 3Y | +262.1% | -73.7% | +335.7% | +377.2% |
| All | +282.2% | -70.1% | +352.2% | +349.3% |
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