+50.8%
APH vs SGI
-19.3%
+70.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +5.0% | +8.5% | -3.6% | +2.6% |
| 30D | -3.9% | +0.7% | -4.6% | -4.0% |
| 3M | +13.0% | +0.6% | +12.4% | +12.4% |
| 6M | +25.2% | -17.9% | +43.1% | +27.6% |
| YTD | +22.9% | -21.2% | +44.1% | +25.8% |
| All | +50.8% | -19.3% | +70.1% | +56.0% |
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