+883.4%
APH vs VST
+1,112.0%
-228.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.6% | -6.4% | +0.8% |
| 7D | -5.9% | -9.8% | +3.9% | -3.0% |
| 30D | -14.8% | -25.1% | +10.3% | -7.0% |
| 3M | -12.4% | -11.6% | -0.8% | -9.4% |
| 6M | +8.1% | -20.9% | +29.0% | +15.1% |
| YTD | +10.9% | -22.3% | +33.2% | +18.0% |
| 1Y | +8.8% | -32.0% | +40.8% | +20.1% |
| 3Y | +262.1% | +262.4% | -0.3% | +132.3% |
| 5Y | +283.1% | +563.4% | -280.2% | +103.3% |
| All | +883.4% | +1,112.0% | -228.6% | +370.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling