+128.0%
APH vs SMR
-3.5%
+131.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.6% | -52.4% | -48.2% |
| 7D | -48.7% | -0.4% | -48.3% | -48.9% |
| 30D | -51.9% | +3.4% | -55.4% | -52.4% |
| 3M | -43.6% | -19.2% | -24.4% | -43.0% |
| 6M | -37.5% | -22.6% | -14.9% | -37.3% |
| YTD | -38.6% | -31.5% | -7.1% | -38.1% |
| 1Y | -26.3% | -73.1% | +46.7% | -20.5% |
| 3Y | +89.2% | +55.0% | +34.3% | +72.2% |
| All | +128.0% | -3.5% | +131.5% | +115.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling