+1,017.2%
APH vs VST
+1,175.7%
-158.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | -0.2% |
| 7D | +5.0% | +8.9% | -3.9% | +2.2% |
| 30D | -3.9% | +6.2% | -10.1% | -5.7% |
| 3M | +13.0% | -2.7% | +15.7% | +13.4% |
| 6M | +25.2% | -8.4% | +33.5% | +27.2% |
| YTD | +22.9% | -7.2% | +30.1% | +24.3% |
| 1Y | +47.8% | -20.9% | +68.7% | +55.3% |
| 3Y | +283.0% | +384.0% | -101.0% | +126.8% |
| 5Y | +349.7% | +757.1% | -407.4% | +122.2% |
| All | +1,017.2% | +1,175.7% | -158.5% | +404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded VST 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling