+573.3%
APH vs SITM
+3,415.8%
-2,842.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +9.6% | -1.4% | +6.3% |
| 7D | +1.1% | +9.4% | -8.3% | -0.7% |
| 30D | -7.5% | -25.4% | +17.9% | -2.5% |
| 3M | -4.4% | -37.0% | +32.5% | +3.4% |
| 6M | +26.5% | -45.1% | +71.6% | +38.1% |
| YTD | +20.0% | +29.4% | -9.4% | +9.1% |
| 1Y | +16.9% | +39.8% | -22.9% | +4.3% |
| 3Y | +288.5% | +328.2% | -39.7% | +163.0% |
| 5Y | +310.3% | +87.4% | +222.9% | +191.8% |
| All | +573.3% | +3,415.8% | -2,842.4% | +181.8% |
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 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