+930.0%
APH vs SFM
+140.2%
+789.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -1.9% |
| 7D | +4.9% | +6.0% | -1.2% | +4.3% |
| 30D | -5.4% | -19.5% | +14.1% | -4.0% |
| 3M | -5.5% | -37.0% | +31.6% | -1.7% |
| 6M | +25.9% | -41.0% | +66.9% | +31.4% |
| YTD | +16.4% | -34.6% | +51.0% | +19.4% |
| 1Y | +16.5% | -36.3% | +52.7% | +19.9% |
| 3Y | +270.9% | +24.5% | +246.3% | +249.9% |
| 5Y | +289.5% | +115.9% | +173.6% | +240.8% |
| All | +930.0% | +140.2% | +789.8% | +772.8% |
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