+1,059.7%
APH vs SFM
+256.7%
+803.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.6% |
| 7D | +5.0% | -0.1% | +5.0% | +5.0% |
| 30D | -3.9% | -4.4% | +0.5% | -3.5% |
| 3M | +13.0% | +1.5% | +11.5% | +12.4% |
| 6M | +25.2% | +6.5% | +18.7% | +23.3% |
| YTD | +22.9% | +2.2% | +20.8% | +21.5% |
| 1Y | +47.8% | -41.9% | +89.7% | +55.8% |
| 3Y | +283.0% | +106.8% | +176.3% | +246.8% |
| 5Y | +349.7% | +231.6% | +118.1% | +282.1% |
| All | +1,059.7% | +256.7% | +803.0% | +849.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling