+433.8%
APH vs VST
+1,175.7%
-741.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.7% | -56.5% | -50.2% |
| 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% | -44.6% |
| 6M | -37.5% | -8.4% | -29.2% | -37.9% |
| YTD | -38.6% | -7.2% | -31.4% | -39.3% |
| 1Y | -26.3% | -20.9% | -5.4% | -24.3% |
| 3Y | +89.2% | +384.0% | -294.8% | +9.6% |
| 5Y | +119.8% | +757.1% | -637.3% | +6.2% |
| All | +433.8% | +1,175.7% | -741.9% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling