+883.4%
APH vs STT
+204.5%
+678.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | -5.9% | -2.5% | -3.5% | -4.8% |
| 30D | -14.8% | -5.0% | -9.8% | -12.8% |
| 3M | -12.4% | -10.5% | -2.0% | -8.0% |
| 6M | +8.1% | +10.0% | -1.9% | +3.6% |
| YTD | +10.9% | +30.7% | -19.7% | -1.6% |
| 1Y | +8.8% | +43.8% | -35.0% | -7.4% |
| 3Y | +262.1% | +168.1% | +94.0% | +134.0% |
| 5Y | +283.1% | +101.4% | +181.7% | +168.9% |
| All | +883.4% | +204.5% | +678.9% | +472.8% |
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