+247.7%
APH vs FIVE
+35.4%
+212.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.1% | -8.4% |
| 7D | -12.7% | -1.7% | -11.0% | -12.4% |
| 30D | -19.2% | +14.9% | -34.1% | -21.6% |
| 3M | -16.7% | +7.6% | -24.3% | -18.4% |
| 6M | +5.1% | +6.4% | -1.3% | +2.8% |
| YTD | +6.6% | +28.1% | -21.5% | +0.2% |
| 1Y | +3.9% | +54.7% | -50.8% | -6.0% |
| All | +247.7% | +35.4% | +212.4% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling