+12.4%
APH vs SIMO
-23.4%
+35.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.6% | +3.4% | -3.5% |
| 7D | -2.4% | -16.9% | +14.5% | +2.3% |
| 30D | -9.5% | -35.4% | +25.9% | +0.5% |
| 3M | -7.6% | -31.9% | +24.2% | +0.5% |
| 6M | +12.4% | -19.3% | +31.7% | +24.0% |
| All | +12.4% | -23.4% | +35.8% | +24.0% |
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