+1,697.3%
APH vs STLA
+263.8%
+1,433.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.3% | -49.1% | -48.0% |
| 7D | -48.7% | +5.3% | -54.0% | -49.4% |
| 30D | -51.9% | -1.2% | -50.7% | -52.0% |
| 3M | -43.6% | -24.8% | -18.8% | -40.6% |
| 6M | -37.5% | -25.6% | -12.0% | -34.3% |
| YTD | -38.6% | -48.9% | +10.3% | -31.3% |
| 1Y | -26.3% | -38.8% | +12.4% | -21.2% |
| 3Y | +89.2% | -64.5% | +153.7% | +120.8% |
| 5Y | +119.8% | -62.4% | +182.2% | +149.0% |
| 10Y | +454.3% | +55.4% | +398.9% | +394.7% |
| All | +1,697.3% | +263.8% | +1,433.5% | +1,441.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling