+5.1%
APH vs SIMO
-32.4%
+37.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.4% | +5.1% | -5.0% |
| 7D | -12.7% | -31.4% | +18.7% | -3.1% |
| 30D | -19.2% | -45.2% | +26.0% | -5.6% |
| 3M | -16.7% | -36.5% | +19.8% | -6.9% |
| 6M | +5.1% | -34.2% | +39.3% | +21.1% |
| All | +5.1% | -32.4% | +37.5% | +21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling