+27,861.4%
APH vs FFIV
+5,982.7%
+21,878.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.5% | -3.9% | -8.1% |
| 7D | -12.7% | -14.2% | +1.5% | -9.6% |
| 30D | -19.2% | -33.6% | +14.5% | -12.1% |
| 3M | -16.7% | -24.2% | +7.5% | -12.1% |
| 6M | +5.1% | -8.3% | +13.4% | +6.0% |
| YTD | +6.6% | +22.1% | -15.6% | +0.1% |
| 1Y | +3.9% | +26.5% | -22.6% | -3.3% |
| 3Y | +246.0% | +102.3% | +143.7% | +189.4% |
| 5Y | +268.0% | +40.6% | +227.4% | +231.5% |
| 10Y | +868.2% | +129.7% | +738.5% | +678.0% |
| All | +27,861.4% | +5,982.7% | +21,878.6% | +10,707.2% |
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