+52,822.8%
APH vs STM
+2,285.7%
+50,537.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.2% |
| 7D | +5.0% | +5.8% | -0.8% | +3.0% |
| 30D | -3.9% | -1.0% | -2.9% | -3.7% |
| 3M | +13.0% | -33.3% | +46.2% | +27.0% |
| 6M | +25.2% | +57.4% | -32.2% | +4.0% |
| YTD | +22.9% | +102.2% | -79.3% | -6.9% |
| 1Y | +47.8% | +99.6% | -51.8% | +11.1% |
| 3Y | +283.0% | +14.5% | +268.5% | +230.1% |
| 5Y | +349.7% | +21.4% | +328.3% | +268.6% |
| 10Y | +1,061.2% | +695.0% | +366.3% | +364.1% |
| All | +52,822.8% | +2,285.7% | +50,537.1% | +16,034.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling