+46,021.0%
APH vs FDS
+10,727.5%
+35,293.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.5% | -8.8% | -9.2% |
| 7D | -12.7% | +6.4% | -19.1% | -14.7% |
| 30D | -19.2% | +25.2% | -44.3% | -25.5% |
| 3M | -16.7% | +22.9% | -39.6% | -23.6% |
| 6M | +5.1% | +56.5% | -51.4% | -13.7% |
| YTD | +6.6% | +19.0% | -12.4% | -5.6% |
| 1Y | +3.9% | +32.7% | -28.8% | -12.1% |
| 3Y | +246.0% | -20.4% | +266.4% | +246.1% |
| 5Y | +268.0% | -19.6% | +287.6% | +264.7% |
| 10Y | +868.2% | +148.5% | +719.7% | +526.4% |
| All | +46,021.0% | +10,727.5% | +35,293.5% | +12,307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling