+89,210.9%
APH vs SM
+1,608.3%
+87,602.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.4% | -46.4% | -47.6% |
| 7D | -48.7% | -0.4% | -48.3% | -48.6% |
| 30D | -51.9% | +26.3% | -78.2% | -53.4% |
| 3M | -43.6% | +8.7% | -52.2% | -44.5% |
| 6M | -37.5% | +51.7% | -89.2% | -41.8% |
| YTD | -38.6% | +99.0% | -137.7% | -45.2% |
| 1Y | -26.3% | +34.6% | -60.9% | -30.8% |
| 3Y | +89.2% | -7.8% | +97.0% | +83.2% |
| 5Y | +119.8% | +104.8% | +15.0% | +83.6% |
| 10Y | +454.3% | +7.2% | +447.0% | +272.1% |
| All | +89,210.9% | +1,608.3% | +87,602.5% | +37,692.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling