+955.2%
APH vs SIMO
+395.4%
+559.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -5.0% | -16.0% | +11.0% | -0.7% |
| 30D | -8.4% | -35.8% | +27.4% | +1.9% |
| 3M | -4.5% | -26.5% | +22.0% | +1.8% |
| 6M | +25.3% | -33.0% | +58.3% | +33.9% |
| YTD | +18.9% | +84.3% | -65.4% | -6.4% |
| 1Y | +11.9% | +82.0% | -70.0% | -11.6% |
| 3Y | +278.0% | +218.5% | +59.5% | +150.3% |
| 5Y | +306.4% | +175.0% | +131.4% | +165.3% |
| 10Y | +955.2% | +407.5% | +547.7% | +447.4% |
| All | +955.2% | +395.4% | +559.8% | +447.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling