+90.5%
APH vs SFM
+108.0%
-17.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.8% | -47.0% | -47.7% |
| 7D | -48.7% | +0.4% | -49.1% | -48.7% |
| 30D | -51.9% | -4.4% | -47.6% | -51.7% |
| 3M | -43.6% | +1.5% | -45.1% | -43.8% |
| 6M | -37.5% | +6.5% | -44.0% | -38.4% |
| YTD | -38.6% | +2.2% | -40.8% | -39.1% |
| 1Y | -26.3% | -41.9% | +15.6% | -19.9% |
| All | +90.5% | +108.0% | -17.5% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling