+12.4%
APH vs FIVE
+9.5%
+2.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +6.7% | -12.9% | -6.8% |
| 7D | -2.4% | +7.5% | -9.9% | -3.2% |
| 30D | -9.5% | +16.7% | -26.2% | -11.3% |
| 3M | -7.6% | +13.4% | -21.0% | -9.8% |
| 6M | +12.4% | +9.0% | +3.3% | +12.7% |
| All | +12.4% | +9.5% | +2.9% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling