+294.9%
APH vs SGI
+50.2%
+244.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.4% | -10.5% | +10.9% | +3.9% |
| 30D | -8.0% | +0.1% | -8.1% | -8.7% |
| 3M | -5.0% | -4.0% | -1.0% | -4.8% |
| 6M | +29.9% | -5.6% | +35.5% | +30.4% |
| YTD | +18.0% | -29.5% | +47.5% | +29.2% |
| 1Y | +11.3% | -31.5% | +42.8% | +23.0% |
| 3Y | +274.9% | +71.6% | +203.3% | +194.8% |
| All | +294.9% | +50.2% | +244.7% | +213.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling