+4,418.7%
APH vs SGI
+2,083.6%
+2,335.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +7.9% | -55.7% | -49.6% |
| 7D | -48.7% | +11.8% | -60.5% | -50.9% |
| 30D | -51.9% | +0.7% | -52.6% | -52.9% |
| 3M | -43.6% | +0.6% | -44.2% | -44.8% |
| 6M | -37.5% | -17.9% | -19.6% | -36.1% |
| YTD | -38.6% | -21.2% | -17.5% | -36.8% |
| 1Y | -26.3% | -18.9% | -7.5% | -24.9% |
| 3Y | +89.2% | +52.6% | +36.6% | +64.4% |
| 5Y | +119.8% | +60.7% | +59.1% | +83.7% |
| 10Y | +454.3% | +278.1% | +176.1% | +243.0% |
| All | +4,418.7% | +2,083.6% | +2,335.1% | +1,309.5% |
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 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