+1,522.9%
APH vs SFM
+47.4%
+1,475.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.1% | -4.2% | -8.8% |
| 7D | -12.7% | +7.5% | -20.2% | -13.4% |
| 30D | -19.2% | -20.8% | +1.7% | -17.7% |
| 3M | -16.7% | -39.4% | +22.7% | -12.8% |
| 6M | +5.1% | -34.5% | +39.6% | +8.6% |
| YTD | +6.6% | -35.2% | +41.8% | +9.7% |
| 1Y | +3.9% | -35.3% | +39.2% | +6.9% |
| 3Y | +246.0% | +23.9% | +222.1% | +225.8% |
| 5Y | +268.0% | +113.8% | +154.1% | +220.3% |
| 10Y | +868.2% | +152.0% | +716.3% | +697.2% |
| All | +1,522.9% | +47.4% | +1,475.5% | +1,333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling