+955.2%
APH vs STT
+198.3%
+756.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | -5.0% | +1.1% | -6.2% | -5.4% |
| 30D | -8.4% | -1.9% | -6.4% | -7.4% |
| 3M | -4.5% | -7.6% | +3.1% | -0.9% |
| 6M | +25.3% | +16.0% | +9.3% | +17.5% |
| YTD | +18.9% | +36.2% | -17.3% | +3.6% |
| 1Y | +11.9% | +46.8% | -34.9% | -5.6% |
| 3Y | +278.0% | +177.8% | +100.2% | +140.4% |
| 5Y | +306.4% | +105.8% | +200.6% | +182.5% |
| 10Y | +955.2% | +197.6% | +757.6% | +498.2% |
| All | +955.2% | +198.3% | +756.9% | +498.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling