+16.4%
APH vs SITM
+47.5%
-31.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -9.4% | +3.2% | -4.3% |
| 7D | -2.4% | -19.5% | +17.1% | +1.7% |
| 30D | -9.5% | -43.2% | +33.7% | +0.1% |
| 3M | -7.6% | -30.8% | +23.2% | -1.7% |
| 6M | +12.4% | -28.6% | +41.0% | +17.0% |
| YTD | +17.5% | +14.2% | +3.3% | +11.0% |
| 1Y | +16.4% | +44.4% | -28.0% | +7.8% |
| All | +16.4% | +47.5% | -31.1% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling