+1,883.6%
STX vs APH
+894.6%
+989.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -4.1% |
| 7D | -28.5% | -5.9% | -22.5% | -24.9% |
| 30D | -42.9% | -14.8% | -28.1% | -35.5% |
| 3M | -45.9% | -12.4% | -33.5% | -40.3% |
| 6M | -41.3% | +8.1% | -49.4% | -44.1% |
| YTD | +67.9% | +10.9% | +57.0% | +51.3% |
| 1Y | +66.5% | +8.8% | +57.8% | +52.8% |
| 3Y | +588.0% | +262.1% | +325.9% | +149.8% |
| 5Y | +449.1% | +283.1% | +165.9% | +90.0% |
| All | +1,883.6% | +894.6% | +989.0% | +239.3% |
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