+944.2%
APH vs FFIV
+130.1%
+814.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | +0.4% | -2.9% | +3.3% | +1.9% |
| 30D | -8.0% | -32.4% | +24.4% | +7.2% |
| 3M | -5.0% | -22.7% | +17.7% | +3.8% |
| 6M | +29.9% | -10.7% | +40.6% | +32.2% |
| YTD | +18.0% | +25.4% | -7.4% | +0.4% |
| 1Y | +11.3% | +34.2% | -22.8% | -8.6% |
| 3Y | +274.9% | +101.2% | +173.7% | +146.9% |
| 5Y | +300.6% | +42.0% | +258.6% | +204.8% |
| 10Y | +944.2% | +126.7% | +817.5% | +498.4% |
| All | +944.2% | +130.1% | +814.2% | +498.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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