+282.2%
APH vs FDS
-22.8%
+304.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.7% | +7.8% | +4.4% |
| 7D | -5.9% | -0.5% | -5.4% | -6.0% |
| 30D | -14.8% | +20.2% | -35.0% | -16.4% |
| 3M | -12.4% | +19.9% | -32.3% | -14.4% |
| 6M | +8.1% | +56.2% | -48.1% | -0.9% |
| YTD | +10.9% | +14.6% | -3.6% | +9.9% |
| 1Y | +8.8% | +31.6% | -22.8% | +1.6% |
| 3Y | +262.1% | -23.8% | +285.9% | +316.8% |
| All | +282.2% | -22.8% | +304.9% | +329.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling