+1,059.7%
APH vs FFIV
+214.3%
+845.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +5.0% | -1.0% | +5.9% | +5.3% |
| 30D | -3.9% | -5.1% | +1.2% | -1.9% |
| 3M | +13.0% | -4.5% | +17.4% | +14.7% |
| 6M | +25.2% | +36.5% | -11.3% | +7.2% |
| YTD | +22.9% | +53.0% | -30.0% | -1.6% |
| 1Y | +47.8% | +24.2% | +23.6% | +29.3% |
| 3Y | +283.0% | +137.2% | +145.8% | +142.5% |
| 5Y | +349.7% | +91.8% | +257.9% | +206.5% |
| All | +1,059.7% | +214.3% | +845.4% | +532.1% |
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