+55,280.6%
APH vs STLD
+8,634.8%
+46,645.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.0% | -3.1% | -5.3% |
| 7D | -2.4% | -3.9% | +1.5% | -1.3% |
| 30D | -9.5% | -0.4% | -9.1% | -9.3% |
| 3M | -7.6% | -9.2% | +1.6% | -5.2% |
| 6M | +12.4% | +5.0% | +7.4% | +10.1% |
| YTD | +17.5% | +42.8% | -25.3% | +5.0% |
| 1Y | +16.4% | +60.1% | -43.7% | +0.6% |
| 3Y | +281.6% | +123.5% | +158.2% | +194.8% |
| 5Y | +317.7% | +302.0% | +15.7% | +164.7% |
| 10Y | +967.8% | +959.3% | +8.6% | +381.9% |
| All | +55,280.6% | +8,634.8% | +46,645.8% | +11,968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling