-37.5%
APH vs STT
+54.6%
-92.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.5% | -49.3% | -48.2% |
| 7D | -48.7% | +0.5% | -49.2% | -48.9% |
| 30D | -51.9% | +3.9% | -55.8% | -52.7% |
| 3M | -43.6% | +20.0% | -63.5% | -48.2% |
| 6M | -37.5% | +55.3% | -92.8% | -50.1% |
| All | -37.5% | +54.6% | -92.1% | -50.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling