+844.5%
APH vs FIVE
+566.1%
+278.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.1% | -8.2% |
| 7D | -12.7% | -1.7% | -11.0% | -12.4% |
| 30D | -19.2% | +14.9% | -34.1% | -22.2% |
| 3M | -16.7% | +7.6% | -24.3% | -18.9% |
| 6M | +5.1% | +6.4% | -1.3% | +2.1% |
| YTD | +6.6% | +28.1% | -21.5% | -1.6% |
| 1Y | +3.9% | +54.7% | -50.8% | -8.9% |
| 3Y | +246.0% | +36.1% | +210.0% | +192.8% |
| 5Y | +268.0% | +14.9% | +253.1% | +214.2% |
| All | +844.5% | +566.1% | +278.4% | +488.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling