+122.9%
APH vs FIVE
+31.2%
+91.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.2% | -50.0% | -48.3% |
| 7D | -48.7% | +2.1% | -50.8% | -49.2% |
| 30D | -51.9% | +12.5% | -64.4% | -53.7% |
| 3M | -43.6% | +31.2% | -74.8% | -47.8% |
| 6M | -37.5% | +14.4% | -51.9% | -40.5% |
| YTD | -38.6% | +33.9% | -72.5% | -43.7% |
| 1Y | -26.3% | +65.1% | -91.4% | -36.1% |
| 3Y | +89.2% | +49.0% | +40.2% | +57.5% |
| All | +122.9% | +31.2% | +91.6% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling