+166,296.6%
APH vs SM
+1,289.1%
+165,007.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.6% | -4.7% | -8.7% |
| 7D | -12.7% | -25.1% | +12.4% | -9.4% |
| 30D | -19.2% | -15.6% | -3.6% | -17.5% |
| 3M | -16.7% | +2.7% | -19.4% | -17.5% |
| 6M | +5.1% | -3.8% | +9.0% | +4.1% |
| YTD | +6.6% | +61.8% | -55.3% | -2.7% |
| 1Y | +3.9% | +71.4% | -67.5% | -6.1% |
| 3Y | +246.0% | -20.7% | +266.7% | +240.4% |
| 5Y | +268.0% | -11.5% | +279.5% | +243.6% |
| 10Y | +868.2% | +10.2% | +858.0% | +541.1% |
| All | +166,296.6% | +1,289.1% | +165,007.6% | +71,846.5% |
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