-7.2%
SMCI vs APH
+28.4%
-35.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.8% | +10.3% | +10.2% |
| 7D | +2.8% | +0.4% | +2.4% | +2.0% |
| 30D | -23.9% | -8.0% | -15.9% | -17.5% |
| 3M | -3.7% | -5.0% | +1.3% | +0.7% |
| All | -7.2% | +28.4% | -35.6% | -30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling