+944.2%
APH vs FDS
+132.8%
+811.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.5% |
| 7D | +0.4% | -2.1% | +2.5% | +0.9% |
| 30D | -8.0% | +16.0% | -24.0% | -12.1% |
| 3M | -5.0% | +18.8% | -23.8% | -10.6% |
| 6M | +29.9% | +54.1% | -24.2% | +9.3% |
| YTD | +18.0% | +17.0% | +1.0% | +8.3% |
| 1Y | +11.3% | +25.5% | -14.2% | -1.5% |
| 3Y | +274.9% | -23.3% | +298.2% | +305.4% |
| 5Y | +300.6% | -22.6% | +323.2% | +325.6% |
| 10Y | +944.2% | +130.2% | +814.0% | +585.3% |
| All | +944.2% | +132.8% | +811.5% | +585.3% |
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