+955.2%
APH vs FDS
+127.5%
+827.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -5.0% | -2.0% | -3.0% | -4.7% |
| 30D | -8.4% | +13.5% | -21.9% | -11.9% |
| 3M | -4.5% | +15.2% | -19.7% | -9.4% |
| 6M | +25.3% | +47.0% | -21.8% | +7.0% |
| YTD | +18.9% | +13.9% | +5.0% | +9.9% |
| 1Y | +11.9% | +25.2% | -13.2% | -1.4% |
| 3Y | +278.0% | -25.3% | +303.3% | +311.5% |
| 5Y | +306.4% | -23.3% | +329.7% | +330.9% |
| 10Y | +955.2% | +126.0% | +829.2% | +598.5% |
| All | +955.2% | +127.5% | +827.7% | +598.5% |
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