+16.5%
APH vs SITM
+47.8%
-31.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -0.5% |
| 7D | +4.9% | +6.6% | -1.7% | +3.3% |
| 30D | -5.4% | -15.3% | +9.9% | -2.7% |
| 3M | -5.5% | -35.4% | +29.9% | +1.8% |
| 6M | +25.9% | -46.8% | +72.7% | +37.3% |
| YTD | +16.4% | +25.9% | -9.5% | +4.1% |
| 1Y | +16.5% | +54.0% | -37.5% | -2.1% |
| All | +16.5% | +47.8% | -31.3% | -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