+930.0%
APH vs STRL
+3,697.3%
-2,767.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.0% |
| 7D | +4.9% | +15.7% | -10.8% | +1.0% |
| 30D | -5.4% | -35.5% | +30.1% | +4.7% |
| 3M | -5.5% | -47.1% | +41.7% | +9.3% |
| 6M | +25.9% | -65.8% | +91.7% | +58.7% |
| YTD | +16.4% | -4.5% | +20.9% | +7.4% |
| 1Y | +16.5% | -10.5% | +27.0% | +9.1% |
| 3Y | +270.9% | +340.6% | -69.8% | +123.4% |
| 5Y | +289.5% | +911.0% | -621.5% | +85.5% |
| All | +930.0% | +3,697.3% | -2,767.3% | +268.6% |
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