+11.3%
APH vs SMR
-81.3%
+92.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.4% | +1.9% | -1.6% | -0.1% |
| 30D | -8.0% | -21.9% | +14.0% | -4.7% |
| 3M | -5.0% | -47.1% | +42.1% | +3.0% |
| 6M | +29.9% | -60.6% | +90.6% | +44.7% |
| YTD | +18.0% | -63.1% | +81.1% | +26.7% |
| 1Y | +11.3% | -80.4% | +91.8% | +37.5% |
| All | +11.3% | -81.3% | +92.7% | +37.5% |
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