+561.6%
APH vs SITM
+3,535.1%
-2,973.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.3% | -7.1% | -2.0% |
| 7D | +0.4% | +17.2% | -16.8% | -2.8% |
| 30D | -8.0% | -17.1% | +9.1% | -5.0% |
| 3M | -5.0% | -29.2% | +24.2% | +0.6% |
| 6M | +29.9% | -47.6% | +77.5% | +43.1% |
| YTD | +18.0% | +33.8% | -15.8% | +6.5% |
| 1Y | +11.3% | +54.1% | -42.8% | -2.4% |
| 3Y | +274.9% | +337.6% | -62.6% | +152.5% |
| 5Y | +300.6% | +89.7% | +210.9% | +184.1% |
| All | +561.6% | +3,535.1% | -2,973.4% | +174.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling