+968.0%
APH vs VST
+929.5%
+38.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -13.8% | +7.7% | -1.8% |
| 7D | -2.4% | -15.7% | +13.3% | +2.8% |
| 30D | -9.5% | -17.0% | +7.5% | -4.5% |
| 3M | -7.6% | -15.9% | +8.3% | -3.0% |
| 6M | +12.4% | -25.0% | +37.4% | +21.7% |
| YTD | +17.5% | -25.1% | +42.6% | +26.4% |
| 1Y | +16.4% | -34.9% | +51.3% | +30.1% |
| 3Y | +281.6% | +252.7% | +28.9% | +147.8% |
| 5Y | +317.7% | +582.3% | -264.6% | +121.3% |
| 10Y | +967.8% | +1,076.6% | -108.7% | +407.2% |
| All | +968.0% | +929.5% | +38.5% | +413.7% |
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