+16.4%
APH vs FIX
+14.3%
+2.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -15.1% | +8.9% | +0.8% |
| 7D | -2.4% | -18.9% | +16.5% | +6.9% |
| 30D | -9.5% | -36.3% | +26.8% | +10.6% |
| 3M | -7.6% | -38.5% | +30.9% | +14.5% |
| 6M | +12.4% | -42.3% | +54.7% | +41.3% |
| YTD | +17.5% | +17.1% | +0.4% | -2.1% |
| 1Y | +16.4% | +14.4% | +2.0% | -2.0% |
| All | +16.4% | +14.3% | +2.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling