+1,055.9%
APH vs STRL
+7,193.7%
-6,137.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | -0.5% |
| 7D | +5.0% | +3.4% | +1.6% | +4.1% |
| 30D | -3.9% | -9.2% | +5.4% | -1.8% |
| 3M | +13.0% | -51.0% | +64.0% | +31.6% |
| 6M | +25.2% | +15.8% | +9.4% | +12.3% |
| YTD | +22.9% | +58.9% | -35.9% | +1.5% |
| 1Y | +47.8% | +68.5% | -20.7% | +18.7% |
| 3Y | +283.0% | +485.2% | -202.2% | +117.9% |
| 5Y | +349.7% | +2,005.1% | -1,655.4% | +85.1% |
| All | +1,055.9% | +7,193.7% | -6,137.8% | +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