+844.5%
APH vs SGI
+419.1%
+425.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.6% |
| 7D | -12.7% | +5.3% | -18.0% | -14.0% |
| 30D | -19.2% | +8.2% | -27.3% | -21.1% |
| 3M | -16.7% | -2.2% | -14.5% | -16.8% |
| 6M | +5.1% | -8.4% | +13.6% | +6.4% |
| YTD | +6.6% | -23.4% | +30.0% | +12.3% |
| 1Y | +3.9% | -14.0% | +17.9% | +6.0% |
| 3Y | +246.0% | +78.8% | +167.2% | +188.7% |
| 5Y | +268.0% | +58.6% | +209.4% | +204.2% |
| All | +844.5% | +419.1% | +425.4% | +492.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling