+268.0%
APH vs STT
+97.1%
+170.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.7% | -4.6% | -7.2% |
| 7D | -12.7% | -4.9% | -7.8% | -10.6% |
| 30D | -19.2% | -6.0% | -13.2% | -16.7% |
| 3M | -16.7% | -11.7% | -5.0% | -11.7% |
| 6M | +5.1% | +11.7% | -6.5% | 0.0% |
| YTD | +6.6% | +30.4% | -23.9% | -5.9% |
| 1Y | +3.9% | +43.9% | -40.0% | -12.2% |
| 3Y | +246.0% | +165.4% | +80.6% | +121.7% |
| 5Y | +268.0% | +101.0% | +167.0% | +147.5% |
| All | +268.0% | +97.1% | +170.9% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling