+51.4%
APH vs FIG
-78.1%
+129.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.0% | -1.0% |
| 7D | -5.0% | -11.4% | +6.4% | -5.3% |
| 30D | -8.4% | -17.2% | +8.8% | -8.8% |
| 3M | -4.5% | -26.6% | +22.1% | -5.2% |
| 6M | +25.3% | -9.8% | +35.1% | +25.6% |
| YTD | +18.9% | -50.1% | +69.1% | +21.3% |
| 1Y | +11.9% | -58.1% | +70.0% | +14.4% |
| All | +51.4% | -78.1% | +129.5% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 10y: compounded portfolio wealth divided by compounded FIG 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…
10y analysis · Full analysis span regression · 6 months rolling