+282.2%
APH vs STLD
+255.4%
+26.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.5% | +3.7% | +4.0% |
| 7D | -5.9% | -11.1% | +5.2% | -2.4% |
| 30D | -14.8% | -4.8% | -10.0% | -13.3% |
| 3M | -12.4% | -14.6% | +2.1% | -8.3% |
| 6M | +8.1% | -7.4% | +15.5% | +9.9% |
| YTD | +10.9% | +32.6% | -21.6% | +0.3% |
| 1Y | +8.8% | +47.3% | -38.6% | -4.9% |
| 3Y | +262.1% | +107.5% | +154.5% | +178.5% |
| All | +282.2% | +255.4% | +26.8% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling