+577.5%
APH vs SITM
+4,437.5%
-3,859.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +1.6% | +3.7% | -2.1% | +0.9% |
| 30D | -3.0% | -14.5% | +11.5% | -0.3% |
| 3M | +5.7% | -10.6% | +16.3% | +6.4% |
| 6M | +20.0% | +65.5% | -45.6% | +5.9% |
| YTD | +20.8% | +67.0% | -46.2% | +5.2% |
| 1Y | +40.2% | +138.6% | -98.4% | +12.7% |
| 3Y | +288.1% | +421.8% | -133.7% | +153.5% |
| 5Y | +352.5% | +172.4% | +180.1% | +200.3% |
| All | +577.5% | +4,437.5% | -3,859.9% | +171.6% |
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