+270.9%
APH vs FFIV
+95.4%
+175.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +0.9% | -0.9% |
| 7D | +4.9% | -0.5% | +5.4% | +5.1% |
| 30D | -5.4% | -32.4% | +27.0% | +4.9% |
| 3M | -5.5% | -25.7% | +20.2% | +1.4% |
| 6M | +25.9% | -13.5% | +39.4% | +27.8% |
| YTD | +16.4% | +21.1% | -4.7% | +2.0% |
| 1Y | +16.5% | +29.4% | -12.9% | -1.2% |
| 3Y | +270.9% | +94.9% | +176.0% | +167.9% |
| All | +270.9% | +95.4% | +175.5% | +167.9% |
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