+122.9%
APH vs FIX
+2,061.9%
-1,939.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.2% | -52.0% | -49.4% |
| 7D | -48.7% | -0.3% | -48.4% | -49.4% |
| 30D | -51.9% | -7.2% | -44.7% | -51.2% |
| 3M | -43.6% | -15.9% | -27.7% | -40.9% |
| 6M | -37.5% | +12.7% | -50.3% | -42.6% |
| YTD | -38.6% | +72.8% | -111.4% | -52.4% |
| 1Y | -26.3% | +122.9% | -149.2% | -49.1% |
| 3Y | +89.2% | +774.3% | -685.1% | -28.6% |
| All | +122.9% | +2,061.9% | -1,939.0% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling