-26.3%
APH vs STLD
+89.3%
-115.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.1% | -51.8% | -48.0% |
| 7D | -48.7% | +2.6% | -51.3% | -48.8% |
| 30D | -51.9% | -9.0% | -43.0% | -51.1% |
| 3M | -43.6% | -12.4% | -31.2% | -42.0% |
| 6M | -37.5% | +25.5% | -63.0% | -41.2% |
| YTD | -38.6% | +43.6% | -82.3% | -43.8% |
| 1Y | -26.3% | +87.2% | -113.5% | -31.2% |
| All | -26.3% | +89.3% | -115.6% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling