+951.3%
APH vs FDS
+135.1%
+816.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.6% | +8.3% |
| 7D | +1.1% | -5.0% | +6.0% | +2.2% |
| 30D | -7.5% | +13.8% | -21.3% | -11.1% |
| 3M | -4.4% | +14.8% | -19.3% | -9.3% |
| 6M | +26.5% | +47.4% | -20.9% | +8.0% |
| YTD | +20.0% | +14.2% | +5.9% | +10.9% |
| 1Y | +16.9% | +26.6% | -9.8% | +2.5% |
| 3Y | +288.5% | -24.4% | +312.9% | +320.7% |
| 5Y | +310.3% | -22.6% | +332.9% | +333.5% |
| 10Y | +951.3% | +130.0% | +821.3% | +601.0% |
| All | +951.3% | +135.1% | +816.2% | +601.0% |
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