+350.1%
APH vs SMR
-48.1%
+398.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.5% |
| 7D | -5.0% | -2.8% | -2.2% | -4.8% |
| 30D | -8.4% | -27.5% | +19.1% | -5.6% |
| 3M | -4.5% | -43.1% | +38.6% | +0.1% |
| 6M | +25.3% | -58.4% | +83.7% | +34.2% |
| YTD | +18.9% | -63.2% | +82.1% | +27.0% |
| 1Y | +11.9% | -81.6% | +93.6% | +26.8% |
| 3Y | +278.0% | +149.8% | +128.2% | +237.6% |
| All | +350.1% | -48.1% | +398.2% | +350.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling