+944.2%
APH vs SIMO
+453.3%
+490.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -3.0% |
| 7D | +0.4% | +0.9% | -0.5% | +0.1% |
| 30D | -8.0% | -25.4% | +17.4% | -1.5% |
| 3M | -5.0% | -17.8% | +12.8% | -1.7% |
| 6M | +29.9% | -29.6% | +59.5% | +36.9% |
| YTD | +18.0% | +100.3% | -82.3% | -9.2% |
| 1Y | +11.3% | +100.4% | -89.0% | -14.3% |
| 3Y | +274.9% | +246.1% | +28.9% | +142.6% |
| 5Y | +300.6% | +189.8% | +110.8% | +157.8% |
| 10Y | +944.2% | +434.6% | +509.6% | +430.5% |
| All | +944.2% | +453.3% | +490.9% | +430.5% |
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