+16.5%
APH vs SFM
-36.8%
+53.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -1.6% |
| 7D | +4.9% | +6.0% | -1.2% | +5.5% |
| 30D | -5.4% | -19.5% | +14.1% | -7.1% |
| 3M | -5.5% | -37.0% | +31.6% | -8.6% |
| 6M | +25.9% | -41.0% | +66.9% | +20.8% |
| YTD | +16.4% | -34.6% | +51.0% | +15.9% |
| 1Y | +16.5% | -36.3% | +52.7% | +15.9% |
| All | +16.5% | -36.8% | +53.3% | +15.9% |
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