+8,318.9%
APH vs SGI
+2,021.1%
+6,297.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.8% | -6.5% | -8.7% |
| 7D | -12.7% | +5.3% | -18.0% | -13.9% |
| 30D | -19.2% | +8.2% | -27.3% | -20.9% |
| 3M | -16.7% | -2.2% | -14.5% | -16.8% |
| 6M | +5.1% | -8.4% | +13.6% | +6.2% |
| YTD | +6.6% | -23.4% | +30.0% | +11.7% |
| 1Y | +3.9% | -14.0% | +17.9% | +5.8% |
| 3Y | +246.0% | +78.8% | +167.2% | +194.3% |
| 5Y | +268.0% | +58.6% | +209.4% | +212.5% |
| 10Y | +868.2% | +427.8% | +440.4% | +469.4% |
| All | +8,318.9% | +2,021.1% | +6,297.9% | +2,576.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling