+191,873.6%
APH vs SM
+1,608.3%
+190,265.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.2% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -3.9% | +26.3% | -30.2% | -7.0% |
| 3M | +13.0% | +8.7% | +4.3% | +10.9% |
| 6M | +25.2% | +51.7% | -26.5% | +16.3% |
| YTD | +22.9% | +99.0% | -76.1% | +9.6% |
| 1Y | +47.8% | +34.6% | +13.2% | +38.6% |
| 3Y | +283.0% | -7.8% | +290.8% | +270.2% |
| 5Y | +349.7% | +104.8% | +244.9% | +274.9% |
| 10Y | +1,061.2% | +7.2% | +1,054.0% | +678.3% |
| All | +191,873.6% | +1,608.3% | +190,265.2% | +80,989.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded SM 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling