+90.5%
APH vs VST
+372.0%
-281.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.7% | -56.5% | -50.3% |
| 7D | -48.7% | +6.8% | -55.5% | -50.9% |
| 30D | -51.9% | +6.2% | -58.1% | -53.9% |
| 3M | -43.6% | -2.7% | -40.8% | -44.5% |
| 6M | -37.5% | -8.4% | -29.2% | -37.8% |
| YTD | -38.6% | -7.2% | -31.4% | -39.3% |
| 1Y | -26.3% | -20.9% | -5.4% | -24.1% |
| All | +90.5% | +372.0% | -281.5% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling