+355.9%
APH vs SM
+107.8%
+248.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3M | +13.0% | +8.7% | +4.3% | +11.2% |
| 6M | +25.2% | +51.7% | -26.5% | +15.7% |
| YTD | +22.9% | +99.0% | -76.1% | +8.1% |
| 1Y | +47.8% | +34.6% | +13.2% | +38.4% |
| 3Y | +283.0% | -7.8% | +290.8% | +269.9% |
| All | +355.9% | +107.8% | +248.1% | +276.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling