+276.0%
APH vs SMR
+152.7%
+123.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.7% |
| 3M | -5.0% | -47.1% | +42.1% | +0.6% |
| 6M | +29.9% | -60.6% | +90.6% | +40.4% |
| YTD | +18.0% | -63.1% | +81.1% | +26.4% |
| 1Y | +11.3% | -80.4% | +91.8% | +26.1% |
| All | +276.0% | +152.7% | +123.3% | +265.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling