+3,635.3%
STX vs APH
+1,060.9%
+2,574.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.5% | +5.7% |
| 7D | +2.4% | +5.0% | -2.6% | -1.2% |
| 30D | +1.4% | -3.9% | +5.3% | +4.4% |
| 3M | -8.2% | +13.0% | -21.2% | -14.7% |
| 6M | +127.0% | +25.2% | +101.9% | +94.0% |
| YTD | +209.1% | +22.9% | +186.2% | +158.2% |
| 1Y | +365.4% | +47.8% | +317.6% | +241.2% |
| 3Y | +1,135.4% | +283.0% | +852.4% | +330.6% |
| 5Y | +991.5% | +349.7% | +641.8% | +235.6% |
| All | +3,635.3% | +1,060.9% | +2,574.4% | +462.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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