+268.0%
APH vs STM
-17.8%
+285.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.4% | +3.1% | -5.2% |
| 7D | -12.7% | -20.1% | +7.4% | -5.9% |
| 30D | -19.2% | -32.0% | +12.8% | -8.3% |
| 3M | -16.7% | -24.2% | +7.5% | -8.8% |
| 6M | +5.1% | -29.9% | +35.1% | +15.1% |
| YTD | +6.6% | +54.9% | -48.3% | -11.6% |
| 1Y | +3.9% | +68.0% | -64.1% | -16.3% |
| 3Y | +246.0% | -0.1% | +246.2% | +213.1% |
| 5Y | +268.0% | -17.9% | +285.9% | +234.0% |
| All | +268.0% | -17.8% | +285.7% | +234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling