+883.4%
APH vs STRL
+3,580.1%
-2,696.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +3.3% |
| 7D | -5.9% | -26.9% | +21.0% | +1.2% |
| 30D | -14.8% | -52.7% | +37.9% | +1.7% |
| 3M | -12.4% | -52.8% | +40.4% | +4.3% |
| 6M | +8.1% | -71.5% | +79.5% | +42.2% |
| YTD | +10.9% | -17.4% | +28.4% | +6.4% |
| 1Y | +8.8% | -35.0% | +43.7% | +10.5% |
| 3Y | +262.1% | +239.2% | +22.8% | +132.2% |
| 5Y | +283.1% | +830.2% | -547.0% | +87.6% |
| All | +883.4% | +3,580.1% | -2,696.7% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling