+13.0%
APH vs FFIV
+28.8%
-15.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.2% | +6.0% | +7.9% |
| 7D | +1.1% | -2.1% | +3.2% | +1.5% |
| 30D | -7.5% | -33.8% | +26.3% | -4.1% |
| 3M | -4.4% | -20.6% | +16.2% | -3.2% |
| 6M | +26.5% | -10.2% | +36.7% | +28.6% |
| YTD | +20.0% | +24.5% | -4.4% | +20.5% |
| All | +13.0% | +28.8% | -15.8% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling