+48.9%
APH vs SMR
-68.0%
+116.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +15.3% | -16.5% | -3.3% |
| 7D | +0.2% | +21.4% | -21.2% | -2.6% |
| 30D | -3.3% | +13.8% | -17.2% | -5.4% |
| 3M | +14.0% | +3.9% | +10.1% | +11.9% |
| 6M | +24.4% | -4.2% | +28.6% | +21.5% |
| YTD | +21.4% | -21.1% | +42.5% | +19.9% |
| 1Y | +48.9% | -67.1% | +116.0% | +59.9% |
| All | +48.9% | -68.0% | +116.9% | +59.9% |
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