+522.3%
APH vs SITM
+3,107.0%
-2,584.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +17.4% | -13.3% | +0.8% |
| 7D | -5.9% | -6.7% | +0.8% | -4.8% |
| 30D | -14.8% | -37.3% | +22.5% | -7.3% |
| 3M | -12.4% | -39.4% | +26.9% | -4.5% |
| 6M | +8.1% | -33.1% | +41.2% | +12.9% |
| YTD | +10.9% | +18.0% | -7.1% | +2.6% |
| 1Y | +8.8% | +22.7% | -13.9% | -0.5% |
| 3Y | +262.1% | +283.8% | -21.7% | +150.1% |
| 5Y | +283.1% | +45.0% | +238.1% | +183.7% |
| All | +522.3% | +3,107.0% | -2,584.8% | +165.0% |
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