-37.5%
APH vs SITM
+49.4%
-86.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.3% | -56.0% | -48.7% |
| 7D | -48.7% | +2.0% | -50.7% | -49.0% |
| 30D | -51.9% | +12.7% | -64.6% | -53.4% |
| 3M | -43.6% | -13.4% | -30.1% | -42.7% |
| 6M | -37.5% | +59.6% | -97.2% | -49.8% |
| All | -37.5% | +49.4% | -86.9% | -49.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling