-37.5%
APH vs STLD
+22.5%
-60.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.1% | -51.8% | -47.9% |
| 7D | -48.7% | +2.6% | -51.3% | -48.6% |
| 30D | -51.9% | -9.0% | -43.0% | -50.5% |
| 3M | -43.6% | -12.4% | -31.2% | -40.5% |
| 6M | -37.5% | +25.5% | -63.0% | -45.9% |
| All | -37.5% | +22.5% | -60.0% | -45.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling