+944.2%
APH vs STT
+199.5%
+744.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.5% |
| 7D | +0.4% | +0.4% | -0.1% | +0.4% |
| 30D | -8.0% | -0.4% | -7.5% | -7.6% |
| 3M | -5.0% | -6.5% | +1.5% | -2.0% |
| 6M | +29.9% | +17.2% | +12.7% | +21.3% |
| YTD | +18.0% | +38.2% | -20.2% | +2.1% |
| 1Y | +11.3% | +49.3% | -38.0% | -6.8% |
| 3Y | +274.9% | +181.9% | +93.0% | +136.8% |
| 5Y | +300.6% | +106.9% | +193.7% | +177.6% |
| All | +944.2% | +199.5% | +744.7% | +484.9% |
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