+320.0%
APH vs SMR
-49.5%
+369.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +16.2% | -12.1% | +2.5% |
| 7D | -5.9% | -9.6% | +3.7% | -5.1% |
| 30D | -14.8% | -33.8% | +19.0% | -11.4% |
| 3M | -12.4% | -46.4% | +33.9% | -7.7% |
| 6M | +8.1% | -62.4% | +70.5% | +16.9% |
| YTD | +10.9% | -64.1% | +75.1% | +18.8% |
| 1Y | +8.8% | -84.3% | +93.1% | +24.9% |
| 3Y | +262.1% | +55.8% | +206.2% | +233.0% |
| All | +320.0% | -49.5% | +369.4% | +320.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling