+11.9%
APH vs STRL
-26.6%
+38.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -5.0% | -19.8% | +14.8% | -1.0% |
| 30D | -8.4% | -43.6% | +35.2% | +2.2% |
| 3M | -4.5% | -45.2% | +40.7% | +6.9% |
| 6M | +25.3% | -65.7% | +91.0% | +50.1% |
| YTD | +18.9% | -5.4% | +24.4% | -0.5% |
| 1Y | +11.9% | -24.7% | +36.6% | +1.7% |
| All | +11.9% | -26.6% | +38.5% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling