+11.9%
APH vs SFM
-38.0%
+49.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -1.1% |
| 7D | -5.0% | -6.9% | +1.9% | -5.7% |
| 30D | -8.4% | -25.0% | +16.6% | -10.6% |
| 3M | -4.5% | -42.7% | +38.2% | -8.6% |
| 6M | +25.3% | -41.0% | +66.3% | +20.0% |
| YTD | +18.9% | -38.7% | +57.6% | +17.0% |
| 1Y | +11.9% | -38.1% | +50.1% | +10.3% |
| All | +11.9% | -38.0% | +49.9% | +10.3% |
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