+234.2%
APH vs SITM
+4,608.4%
-4,374.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +8.3% | -56.0% | -49.2% |
| 7D | -48.7% | +2.0% | -50.7% | -49.6% |
| 30D | -51.9% | +12.7% | -64.6% | -54.0% |
| 3M | -43.6% | -13.4% | -30.1% | -43.6% |
| 6M | -37.5% | +59.6% | -97.2% | -45.3% |
| YTD | -38.6% | +73.3% | -111.9% | -47.6% |
| 1Y | -26.3% | +165.5% | -191.9% | -42.7% |
| 3Y | +89.2% | +368.7% | -279.5% | +24.2% |
| 5Y | +119.8% | +172.5% | -52.7% | +43.9% |
| All | +234.2% | +4,608.4% | -4,374.2% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling