+883.4%
APH vs SIMO
+379.7%
+503.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.2% | 0.0% | +3.1% |
| 7D | -5.9% | -22.0% | +16.1% | 0.0% |
| 30D | -14.8% | -43.0% | +28.2% | -2.5% |
| 3M | -12.4% | -39.1% | +26.7% | -2.4% |
| 6M | +8.1% | -33.3% | +41.3% | +15.5% |
| YTD | +10.9% | +77.0% | -66.0% | -11.8% |
| 1Y | +8.8% | +73.0% | -64.2% | -13.0% |
| 3Y | +262.1% | +215.7% | +46.3% | +140.2% |
| 5Y | +283.1% | +155.6% | +127.5% | +154.8% |
| All | +883.4% | +379.7% | +503.7% | +414.5% |
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