+262.1%
APH vs FFIV
+102.2%
+159.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | -5.9% | -8.1% | +2.2% | -3.4% |
| 30D | -14.8% | -33.4% | +18.6% | -5.0% |
| 3M | -12.4% | -24.7% | +12.3% | -6.5% |
| 6M | +8.1% | -8.8% | +16.9% | +7.5% |
| YTD | +10.9% | +21.8% | -10.8% | -3.0% |
| 1Y | +8.8% | +25.3% | -16.5% | -6.3% |
| 3Y | +262.1% | +101.2% | +160.9% | +156.6% |
| All | +262.1% | +102.2% | +159.9% | +156.6% |
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