+948.3%
APH vs FDS
+127.0%
+821.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +11.1% | -2.6% | +13.7% | +11.8% |
| 30D | -7.3% | +14.1% | -21.4% | -11.0% |
| 3M | -6.2% | +19.8% | -25.9% | -11.9% |
| 6M | +24.9% | +55.0% | -30.0% | +4.8% |
| YTD | +18.4% | +15.9% | +2.5% | +9.0% |
| 1Y | +13.0% | +24.2% | -11.2% | +0.2% |
| 3Y | +276.4% | -24.0% | +300.4% | +308.0% |
| 5Y | +296.4% | -23.3% | +319.8% | +322.1% |
| All | +948.3% | +127.0% | +821.3% | +588.2% |
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