+955.2%
APH vs SFM
+138.5%
+816.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -5.0% | -6.9% | +1.9% | -4.4% |
| 30D | -8.4% | -25.0% | +16.6% | -6.4% |
| 3M | -4.5% | -42.7% | +38.2% | +0.2% |
| 6M | +25.3% | -41.0% | +66.3% | +30.5% |
| YTD | +18.9% | -38.7% | +57.6% | +22.8% |
| 1Y | +11.9% | -38.1% | +50.1% | +15.3% |
| 3Y | +278.0% | +19.3% | +258.6% | +257.8% |
| 5Y | +306.4% | +103.1% | +203.3% | +257.7% |
| 10Y | +955.2% | +131.1% | +824.1% | +793.0% |
| All | +955.2% | +138.5% | +816.7% | +793.0% |
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