+247.7%
APH vs FFIV
+102.8%
+145.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.9% | -7.7% |
| 7D | -12.7% | -14.2% | +1.5% | -8.6% |
| 30D | -19.2% | -33.6% | +14.5% | -9.7% |
| 3M | -16.7% | -24.2% | +7.5% | -11.3% |
| 6M | +5.1% | -8.3% | +13.4% | +4.4% |
| YTD | +6.6% | +22.1% | -15.6% | -6.9% |
| 1Y | +3.9% | +26.5% | -22.6% | -10.8% |
| All | +247.7% | +102.8% | +145.0% | +146.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling