+589.5%
APH vs SITM
+4,608.4%
-4,018.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.5% | -5.7% | -0.3% |
| 7D | +5.0% | +9.7% | -4.8% | +3.1% |
| 30D | -3.9% | +12.7% | -16.6% | -6.8% |
| 3M | +13.0% | -13.4% | +26.4% | +14.3% |
| 6M | +25.2% | +59.6% | -34.5% | +11.0% |
| YTD | +22.9% | +73.3% | -50.4% | +6.3% |
| 1Y | +47.8% | +165.5% | -117.7% | +16.4% |
| 3Y | +283.0% | +368.7% | -85.7% | +154.6% |
| 5Y | +349.7% | +172.5% | +177.2% | +198.2% |
| All | +589.5% | +4,608.4% | -4,018.9% | +174.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling