+955.2%
APH vs SM
+4.2%
+951.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.1% |
| 7D | -5.0% | -19.5% | +14.5% | -3.1% |
| 30D | -8.4% | -20.2% | +11.9% | -6.5% |
| 3M | -4.5% | -6.5% | +2.0% | -4.3% |
| 6M | +25.3% | +1.6% | +23.7% | +23.8% |
| YTD | +18.9% | +61.2% | -42.3% | +11.4% |
| 1Y | +11.9% | +65.4% | -53.4% | +4.4% |
| 3Y | +278.0% | -13.0% | +291.0% | +270.5% |
| 5Y | +306.4% | -4.3% | +310.7% | +286.2% |
| 10Y | +955.2% | +3.0% | +952.2% | +682.0% |
| All | +955.2% | +4.2% | +951.0% | +682.0% |
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