+268.0%
APH vs FIVE
+15.3%
+252.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.3% | -5.1% | -8.3% |
| 7D | -12.7% | -1.7% | -11.0% | -12.4% |
| 30D | -19.2% | +14.9% | -34.1% | -22.0% |
| 3M | -16.7% | +7.6% | -24.3% | -18.7% |
| 6M | +5.1% | +6.4% | -1.3% | +2.4% |
| YTD | +6.6% | +28.1% | -21.5% | -1.0% |
| 1Y | +3.9% | +54.7% | -50.8% | -8.0% |
| 3Y | +246.0% | +36.1% | +210.0% | +196.3% |
| 5Y | +268.0% | +14.9% | +253.1% | +215.9% |
| All | +268.0% | +15.3% | +252.7% | +215.9% |
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