+48.1%
APH vs FIG
-77.1%
+125.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.7% |
| 7D | +4.9% | +3.4% | +1.5% | +5.0% |
| 30D | -5.4% | -9.5% | +4.1% | -5.6% |
| 3M | -5.5% | -26.2% | +20.7% | -6.2% |
| 6M | +25.9% | +2.7% | +23.2% | +26.5% |
| YTD | +16.4% | -48.0% | +64.3% | +18.8% |
| 1Y | +16.5% | -52.0% | +68.5% | +19.0% |
| All | +48.1% | -77.1% | +125.2% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling