+14,907.7%
APH vs FFIV
+7,518.9%
+7,388.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.1% | -43.7% | -46.9% |
| 7D | -48.7% | -4.8% | -43.9% | -47.7% |
| 30D | -51.9% | -5.1% | -46.9% | -51.0% |
| 3M | -43.6% | -4.5% | -39.1% | -42.6% |
| 6M | -37.5% | +36.5% | -74.0% | -41.5% |
| YTD | -38.6% | +53.0% | -91.6% | -44.3% |
| 1Y | -26.3% | +24.2% | -50.5% | -30.3% |
| 3Y | +89.2% | +137.2% | -48.0% | +55.2% |
| 5Y | +119.8% | +91.8% | +28.0% | +87.8% |
| 10Y | +454.3% | +215.2% | +239.1% | +322.2% |
| All | +14,907.7% | +7,518.9% | +7,388.8% | +5,507.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling