+13.0%
APH vs SMR
-83.0%
+96.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.1% | +1.1% | +7.0% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | -7.5% | -24.4% | +17.0% | -3.9% |
| 3M | -4.4% | -44.6% | +40.2% | +2.7% |
| 6M | +26.5% | -56.7% | +83.1% | +38.6% |
| YTD | +20.0% | -61.6% | +81.7% | +28.1% |
| All | +13.0% | -83.0% | +96.0% | +40.1% |
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