+268.0%
APH vs STRL
+788.2%
-520.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -13.9% | +4.5% | -5.6% |
| 7D | -12.7% | -34.6% | +21.9% | -2.8% |
| 30D | -19.2% | -56.7% | +37.5% | 0.0% |
| 3M | -16.7% | -54.4% | +37.7% | +1.4% |
| 6M | +5.1% | -69.7% | +74.8% | +38.8% |
| YTD | +6.6% | -20.2% | +26.8% | +0.2% |
| 1Y | +3.9% | -40.6% | +44.5% | +6.4% |
| 3Y | +246.0% | +221.7% | +24.4% | +100.9% |
| 5Y | +268.0% | +799.0% | -531.0% | +37.9% |
| All | +268.0% | +788.2% | -520.2% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling