+2,450.0%
APH vs FIVE
+868.1%
+1,581.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | -0.3% |
| 7D | +5.0% | +4.3% | +0.7% | +3.9% |
| 30D | -3.9% | +12.5% | -16.4% | -6.8% |
| 3M | +13.0% | +31.2% | -18.3% | +5.5% |
| 6M | +25.2% | +14.4% | +10.8% | +20.1% |
| YTD | +22.9% | +33.9% | -11.0% | +13.8% |
| 1Y | +47.8% | +65.1% | -17.2% | +29.8% |
| 3Y | +283.0% | +49.0% | +234.1% | +224.1% |
| 5Y | +349.7% | +30.3% | +319.4% | +280.4% |
| 10Y | +1,061.2% | +481.1% | +580.1% | +628.4% |
| All | +2,450.0% | +868.1% | +1,581.9% | +1,404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded FIVE 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling