+944.2%
APH vs SFM
+140.8%
+803.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.1% |
| 7D | +0.4% | -7.1% | +7.4% | +1.1% |
| 30D | -8.0% | -21.4% | +13.4% | -6.4% |
| 3M | -5.0% | -40.1% | +35.1% | -0.8% |
| 6M | +29.9% | -38.0% | +67.9% | +34.7% |
| YTD | +18.0% | -36.5% | +54.5% | +21.4% |
| 1Y | +11.3% | -35.2% | +46.5% | +14.2% |
| 3Y | +274.9% | +23.5% | +251.5% | +253.8% |
| 5Y | +300.6% | +109.7% | +190.9% | +251.5% |
| 10Y | +944.2% | +132.6% | +811.7% | +783.4% |
| All | +944.2% | +140.8% | +803.5% | +783.4% |
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