-26.3%
APH vs SGI
-17.2%
-9.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +7.9% | -55.7% | -48.1% |
| 7D | -48.7% | +11.8% | -60.5% | -49.5% |
| 30D | -51.9% | +0.7% | -52.6% | -51.3% |
| 3M | -43.6% | +0.6% | -44.2% | -43.0% |
| 6M | -37.5% | -17.9% | -19.6% | -35.4% |
| YTD | -38.6% | -21.2% | -17.5% | -36.2% |
| 1Y | -26.3% | -18.9% | -7.5% | -22.7% |
| All | -26.3% | -17.2% | -9.2% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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