-26.3%
APH vs SITM
+174.8%
-201.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.3% | -56.0% | -48.7% |
| 7D | -48.7% | +2.0% | -50.7% | -49.1% |
| 30D | -51.9% | +12.7% | -64.6% | -53.3% |
| 3M | -43.6% | -13.4% | -30.1% | -43.2% |
| 6M | -37.5% | +59.6% | -97.2% | -44.4% |
| YTD | -38.6% | +73.3% | -111.9% | -46.4% |
| 1Y | -26.3% | +165.5% | -191.9% | -40.2% |
| All | -26.3% | +174.8% | -201.1% | -40.2% |
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