+61,451.9%
APH vs SMTC
+47,224.8%
+14,227.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +11.2% | -59.0% | -50.1% |
| 7D | -48.7% | +3.8% | -52.5% | -50.3% |
| 30D | -51.9% | +22.0% | -73.9% | -55.2% |
| 3M | -43.6% | -12.7% | -30.9% | -44.0% |
| 6M | -37.5% | +64.8% | -102.3% | -46.4% |
| YTD | -38.6% | +100.7% | -139.3% | -49.5% |
| 1Y | -26.3% | +146.9% | -173.2% | -42.2% |
| 3Y | +89.2% | +456.8% | -367.6% | +14.7% |
| 5Y | +119.8% | +89.2% | +30.6% | +60.4% |
| 10Y | +454.3% | +426.9% | +27.4% | +218.8% |
| All | +61,451.9% | +47,224.8% | +14,227.1% | +24,298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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