+13.0%
APH vs SITM
+33.6%
-20.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +9.6% | -1.4% | +6.0% |
| 7D | +1.1% | +9.4% | -8.3% | -1.1% |
| 30D | -7.5% | -25.4% | +17.9% | -2.6% |
| 3M | -4.4% | -37.0% | +32.5% | +3.4% |
| 6M | +26.5% | -45.1% | +71.6% | +37.1% |
| YTD | +20.0% | +29.4% | -9.4% | +6.1% |
| All | +13.0% | +33.6% | -20.6% | -2.1% |
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