+285.6%
APH vs SMR
+53.5%
+232.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | +5.0% | +4.4% | +0.5% | +4.5% |
| 30D | -3.9% | +3.4% | -7.3% | -4.4% |
| 3M | +13.0% | -19.2% | +32.1% | +14.5% |
| 6M | +25.2% | -22.6% | +47.8% | +26.1% |
| YTD | +22.9% | -31.5% | +54.5% | +24.4% |
| 1Y | +47.8% | -73.1% | +120.9% | +59.9% |
| All | +285.6% | +53.5% | +232.2% | +257.8% |
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