+5.1%
APH vs STLA
-37.8%
+43.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.5% | -4.8% | -8.3% |
| 7D | -12.7% | -5.5% | -7.2% | -11.6% |
| 30D | -19.2% | -3.7% | -15.5% | -18.6% |
| 3M | -16.7% | -21.1% | +4.5% | -11.2% |
| 6M | +5.1% | -38.3% | +43.5% | +22.9% |
| All | +5.1% | -37.8% | +43.0% | +22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling