+268.0%
APH vs FIX
+929.6%
-661.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -11.6% | +2.3% | -4.6% |
| 7D | -12.7% | -27.2% | +14.5% | -1.0% |
| 30D | -19.2% | -46.9% | +27.8% | +3.8% |
| 3M | -16.7% | -44.4% | +27.7% | +4.7% |
| 6M | +5.1% | -50.9% | +56.0% | +37.4% |
| YTD | +6.6% | +3.5% | +3.0% | +2.4% |
| 1Y | +3.9% | -2.1% | +6.0% | +1.8% |
| 3Y | +246.0% | +418.7% | -172.7% | +62.3% |
| 5Y | +268.0% | +894.6% | -626.6% | +20.3% |
| All | +268.0% | +929.6% | -661.6% | +20.3% |
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