+268.0%
APH vs FFIV
+39.3%
+228.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.9% | -7.2% |
| 7D | -12.7% | -14.2% | +1.5% | -7.4% |
| 30D | -19.2% | -33.6% | +14.5% | -6.7% |
| 3M | -16.7% | -24.2% | +7.5% | -9.4% |
| 6M | +5.1% | -8.3% | +13.4% | +4.7% |
| YTD | +6.6% | +22.1% | -15.6% | -8.6% |
| 1Y | +3.9% | +26.5% | -22.6% | -12.7% |
| 3Y | +246.0% | +102.3% | +143.7% | +123.7% |
| 5Y | +268.0% | +40.6% | +227.4% | +168.7% |
| All | +268.0% | +39.3% | +228.7% | +168.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling