+1,059.7%
APH vs FDS
+84.7%
+975.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.9% |
| 7D | +5.0% | -1.9% | +6.9% | +5.5% |
| 30D | -3.9% | +9.0% | -12.9% | -6.6% |
| 3M | +13.0% | +18.9% | -5.9% | +5.2% |
| 6M | +25.2% | +35.1% | -10.0% | +9.7% |
| YTD | +22.9% | +5.5% | +17.4% | +17.1% |
| 1Y | +47.8% | -16.8% | +64.6% | +54.3% |
| 3Y | +283.0% | -28.1% | +311.1% | +320.6% |
| 5Y | +349.7% | -17.4% | +367.1% | +356.1% |
| All | +1,059.7% | +84.7% | +975.1% | +722.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling