+5.1%
APH vs SO
-1.4%
+6.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.6% | -9.2% |
| 7D | -12.7% | +0.4% | -13.1% | -12.5% |
| 30D | -19.2% | +9.2% | -28.4% | -14.4% |
| 3M | -16.7% | +1.1% | -17.8% | -16.2% |
| 6M | +5.1% | -1.1% | +6.2% | +4.4% |
| All | +5.1% | -1.4% | +6.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 6mo: compounded portfolio wealth divided by compounded SO 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…
6mo analysis · Full analysis span regression · 6 months rolling