+883.4%
APH vs SM
+8.2%
+875.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +4.0% |
| 7D | -5.9% | -25.9% | +20.0% | -3.3% |
| 30D | -14.8% | -15.1% | +0.3% | -13.6% |
| 3M | -12.4% | +4.9% | -17.3% | -13.2% |
| 6M | +8.1% | +6.1% | +1.9% | +6.4% |
| YTD | +10.9% | +63.4% | -52.5% | +3.8% |
| 1Y | +8.8% | +72.5% | -63.7% | +1.1% |
| 3Y | +262.1% | -16.9% | +279.0% | +256.4% |
| 5Y | +283.1% | -10.6% | +293.8% | +266.1% |
| All | +883.4% | +8.2% | +875.2% | +628.3% |
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