+15,994.8%
APH vs FIX
+12,471.5%
+3,523.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.2% | -52.0% | -48.8% |
| 7D | -48.7% | -0.3% | -48.4% | -49.1% |
| 30D | -51.9% | -7.2% | -44.7% | -51.5% |
| 3M | -43.6% | -15.9% | -27.7% | -41.9% |
| 6M | -37.5% | +12.7% | -50.3% | -40.3% |
| YTD | -38.6% | +72.8% | -111.4% | -46.9% |
| 1Y | -26.3% | +122.9% | -149.2% | -40.3% |
| 3Y | +89.2% | +774.3% | -685.1% | +10.2% |
| 5Y | +119.8% | +2,049.5% | -1,929.7% | +4.8% |
| 10Y | +454.3% | +5,821.5% | -5,367.2% | +107.4% |
| All | +15,994.8% | +12,471.5% | +3,523.4% | +3,950.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling