+300.6%
APH vs FIX
+1,107.4%
-806.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -2.9% |
| 7D | +0.4% | +6.4% | -6.1% | -2.2% |
| 30D | -8.0% | -29.1% | +21.1% | +5.0% |
| 3M | -5.0% | -31.1% | +26.1% | +9.3% |
| 6M | +29.9% | -42.8% | +72.7% | +59.5% |
| YTD | +18.0% | +24.6% | -6.7% | +5.0% |
| 1Y | +11.3% | +21.9% | -10.6% | -0.3% |
| 3Y | +274.9% | +524.9% | -250.0% | +62.7% |
| 5Y | +300.6% | +1,092.2% | -791.6% | +21.6% |
| All | +300.6% | +1,107.4% | -806.8% | +21.6% |
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 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