-37.6%
SMCI vs APH
+16.5%
-54.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -6.2% | +0.5% | -1.4% |
| 7D | -17.3% | -2.4% | -14.9% | -16.0% |
| 30D | -31.5% | -9.5% | -22.0% | -26.6% |
| 3M | -6.6% | -7.6% | +1.0% | -1.3% |
| 6M | +6.0% | +12.4% | -6.4% | +0.5% |
| YTD | +1.1% | +17.5% | -16.4% | -15.8% |
| 1Y | -37.6% | +16.4% | -54.0% | -48.0% |
| All | -37.6% | +16.5% | -54.0% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 1y: compounded portfolio wealth divided by compounded APH 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…
1y analysis · Full analysis span regression · 6 months rolling