+291.1%
APH vs STRL
+509.6%
-218.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | -0.6% |
| 7D | +5.0% | +3.4% | +1.6% | +4.0% |
| 30D | -3.9% | -9.2% | +5.4% | -1.7% |
| 3M | +13.0% | -51.0% | +64.0% | +32.6% |
| 6M | +25.2% | +15.8% | +9.4% | +9.6% |
| YTD | +22.9% | +58.9% | -35.9% | -3.1% |
| 1Y | +47.8% | +68.5% | -20.7% | +12.1% |
| All | +291.1% | +509.6% | -218.5% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling