+16.4%
APH vs SFM
-35.8%
+52.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.6% | -9.8% | -5.7% |
| 7D | -2.4% | -12.3% | +9.8% | -3.3% |
| 30D | -9.5% | -16.2% | +6.7% | -10.7% |
| 3M | -7.6% | -36.8% | +29.2% | -10.7% |
| 6M | +12.4% | -32.6% | +45.0% | +9.4% |
| YTD | +17.5% | -31.7% | +49.2% | +16.8% |
| 1Y | +16.4% | -35.0% | +51.4% | +15.2% |
| All | +16.4% | -35.8% | +52.2% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling