+8.8%
APH vs STRL
-38.5%
+47.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +3.3% |
| 7D | -5.9% | -26.9% | +21.0% | +0.3% |
| 30D | -14.8% | -52.7% | +37.9% | -1.2% |
| 3M | -12.4% | -52.8% | +40.4% | +1.4% |
| 6M | +8.1% | -71.5% | +79.5% | +34.5% |
| YTD | +10.9% | -17.4% | +28.4% | -4.1% |
| 1Y | +8.8% | -35.0% | +43.7% | +2.7% |
| All | +8.8% | -38.5% | +47.3% | +2.7% |
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