+247.7%
APH vs FIX
+420.3%
-172.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.6% | +2.3% | -4.5% |
| 7D | -12.7% | -27.2% | +14.5% | -0.9% |
| 30D | -19.2% | -46.9% | +27.8% | +3.9% |
| 3M | -16.7% | -44.4% | +27.7% | +4.8% |
| 6M | +5.1% | -50.9% | +56.0% | +37.5% |
| YTD | +6.6% | +3.5% | +3.0% | +2.6% |
| 1Y | +3.9% | -2.1% | +6.0% | +1.9% |
| All | +247.7% | +420.3% | -172.5% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling