+11.9%
APH vs STM
+90.8%
-78.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | -5.0% | -7.9% | +2.9% | -2.4% |
| 30D | -8.4% | -14.1% | +5.8% | -4.0% |
| 3M | -4.5% | -17.6% | +13.1% | +1.1% |
| 6M | +25.3% | -24.2% | +49.5% | +33.8% |
| YTD | +18.9% | +73.3% | -54.4% | -1.7% |
| 1Y | +11.9% | +90.1% | -78.2% | -9.7% |
| All | +11.9% | +90.8% | -78.9% | -9.7% |
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 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