+24,520.7%
APH vs STM
+2,285.7%
+22,235.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.2% | -52.0% | -49.2% |
| 7D | -48.7% | +1.8% | -50.5% | -49.7% |
| 30D | -51.9% | -1.0% | -50.9% | -52.4% |
| 3M | -43.6% | -33.3% | -10.3% | -37.3% |
| 6M | -37.5% | +57.4% | -94.9% | -48.7% |
| YTD | -38.6% | +102.2% | -140.8% | -54.1% |
| 1Y | -26.3% | +99.6% | -125.9% | -45.3% |
| 3Y | +89.2% | +14.5% | +74.7% | +61.0% |
| 5Y | +119.8% | +21.4% | +98.4% | +77.9% |
| 10Y | +454.3% | +695.0% | -240.7% | +118.7% |
| All | +24,520.7% | +2,285.7% | +22,235.0% | +7,311.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling