+268.0%
APH vs SIMO
+144.7%
+123.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.4% | +5.1% | -5.8% |
| 7D | -12.7% | -31.4% | +18.7% | -4.6% |
| 30D | -19.2% | -45.2% | +26.0% | -7.3% |
| 3M | -16.7% | -36.5% | +19.8% | -8.6% |
| 6M | +5.1% | -34.2% | +39.3% | +12.8% |
| YTD | +6.6% | +69.9% | -63.4% | -13.3% |
| 1Y | +3.9% | +60.4% | -56.5% | -14.1% |
| 3Y | +246.0% | +203.1% | +42.9% | +136.4% |
| 5Y | +268.0% | +145.4% | +122.5% | +151.4% |
| All | +268.0% | +144.7% | +123.3% | +151.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling