+285.6%
APH vs SGI
+54.7%
+231.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +5.0% | +8.5% | -3.6% | +2.2% |
| 30D | -3.9% | +0.7% | -4.6% | -4.3% |
| 3M | +13.0% | +0.6% | +12.4% | +12.1% |
| 6M | +25.2% | -17.9% | +43.1% | +31.4% |
| YTD | +22.9% | -21.2% | +44.1% | +29.9% |
| 1Y | +47.8% | -18.9% | +66.7% | +54.5% |
| All | +285.6% | +54.7% | +231.0% | +228.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling