+951.3%
APH vs SM
+4.9%
+946.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.7% | +10.9% | +8.5% |
| 7D | +1.1% | -22.3% | +23.4% | +3.4% |
| 30D | -7.5% | -21.4% | +13.9% | -5.5% |
| 3M | -4.4% | +1.4% | -5.8% | -5.0% |
| 6M | +26.5% | +0.1% | +26.4% | +25.2% |
| YTD | +20.0% | +59.0% | -38.9% | +12.6% |
| 1Y | +16.9% | +64.3% | -47.5% | +9.1% |
| 3Y | +288.5% | -13.1% | +301.6% | +280.9% |
| 5Y | +310.3% | -13.9% | +324.2% | +293.3% |
| 10Y | +951.3% | +1.7% | +949.6% | +679.7% |
| All | +951.3% | +4.9% | +946.4% | +679.7% |
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