+16.4%
APH vs STM
+92.4%
-76.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.1% | -0.1% | -4.2% |
| 7D | -2.4% | -6.0% | +3.6% | -0.4% |
| 30D | -9.5% | -20.9% | +11.5% | -3.0% |
| 3M | -7.6% | -15.8% | +8.1% | -3.0% |
| 6M | +12.4% | -17.0% | +29.4% | +16.6% |
| YTD | +17.5% | +76.8% | -59.3% | -3.8% |
| 1Y | +16.4% | +96.5% | -80.1% | -7.6% |
| All | +16.4% | +92.4% | -76.0% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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