+1,059.7%
APH vs SM
+6.6%
+1,053.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.1% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -3.9% | +26.3% | -30.2% | -6.1% |
| 3M | +13.0% | +8.7% | +4.3% | +11.6% |
| 6M | +25.2% | +51.7% | -26.5% | +18.8% |
| YTD | +22.9% | +99.0% | -76.1% | +13.2% |
| 1Y | +47.8% | +34.6% | +13.2% | +41.3% |
| 3Y | +283.0% | -7.8% | +290.8% | +274.0% |
| 5Y | +349.7% | +104.8% | +244.9% | +300.0% |
| All | +1,059.7% | +6.6% | +1,053.1% | +769.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling