+132,206.2%
APH vs STRL
+18,433.0%
+113,773.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.5% |
| 7D | +5.0% | +3.4% | +1.6% | +4.7% |
| 30D | -3.9% | -9.2% | +5.4% | -3.3% |
| 3M | +13.0% | -51.0% | +64.0% | +17.8% |
| 6M | +25.2% | +15.8% | +9.4% | +22.4% |
| YTD | +22.9% | +58.9% | -35.9% | +18.0% |
| 1Y | +47.8% | +68.5% | -20.7% | +41.1% |
| 3Y | +283.0% | +485.2% | -202.2% | +238.5% |
| 5Y | +349.7% | +2,005.1% | -1,655.4% | +270.7% |
| 10Y | +1,061.2% | +7,118.0% | -6,056.7% | +792.8% |
| All | +132,206.2% | +18,433.0% | +113,773.3% | +101,969.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling