+268.0%
APH vs VST
+515.1%
-247.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.2% | -3.2% | -7.3% |
| 7D | -12.7% | -19.9% | +7.2% | -6.1% |
| 30D | -19.2% | -29.7% | +10.5% | -9.3% |
| 3M | -16.7% | -19.6% | +2.9% | -10.8% |
| 6M | +5.1% | -29.4% | +34.5% | +16.8% |
| YTD | +6.6% | -29.7% | +36.3% | +17.7% |
| 1Y | +3.9% | -40.0% | +43.9% | +20.1% |
| 3Y | +246.0% | +231.0% | +15.0% | +127.3% |
| 5Y | +268.0% | +500.1% | -232.1% | +96.2% |
| All | +268.0% | +515.1% | -247.1% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling