+883.4%
APH vs FIX
+3,608.1%
-2,724.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.3% | +2.0% |
| 7D | -5.9% | -17.5% | +11.5% | +0.9% |
| 30D | -14.8% | -41.6% | +26.8% | +3.7% |
| 3M | -12.4% | -40.6% | +28.2% | +5.7% |
| 6M | +8.1% | -49.4% | +57.4% | +37.1% |
| YTD | +10.9% | +9.2% | +1.8% | +5.0% |
| 1Y | +8.8% | +6.5% | +2.3% | +3.7% |
| 3Y | +262.1% | +448.7% | -186.7% | +79.2% |
| 5Y | +283.1% | +948.7% | -665.6% | +45.9% |
| All | +883.4% | +3,608.1% | -2,724.7% | +153.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling