+16.4%
APH vs SMR
-87.0%
+103.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.5% | -1.7% | -5.5% |
| 7D | -2.4% | -9.5% | +7.1% | -0.9% |
| 30D | -9.5% | -33.2% | +23.7% | -4.2% |
| 3M | -7.6% | -45.9% | +38.3% | -0.5% |
| 6M | +12.4% | -57.9% | +70.3% | +23.4% |
| YTD | +17.5% | -63.8% | +81.3% | +27.2% |
| 1Y | +16.4% | -85.6% | +102.0% | +49.3% |
| All | +16.4% | -87.0% | +103.4% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling