+50.2%
APH vs FIG
-77.7%
+127.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.8% |
| 7D | +0.4% | -14.3% | +14.7% | -0.1% |
| 30D | -8.0% | -13.6% | +5.6% | -8.3% |
| 3M | -5.0% | -23.7% | +18.7% | -5.6% |
| 6M | +29.9% | -5.4% | +35.3% | +30.4% |
| YTD | +18.0% | -49.2% | +67.2% | +20.4% |
| 1Y | +11.3% | -57.4% | +68.7% | +13.8% |
| All | +50.2% | -77.7% | +127.9% | +50.0% |
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