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  • APH vs FLR✓SelectedUSD · FLRAPH vs FLR performance historyLatest closeAs of+0.87%09/04
Stock and ETF performance explorer

APH vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+11,140.8%
FLR return
+603.8%
Excess return
+10,537.0%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D+0.9%-2.3%+3.2%+1.5%
7D+5.0%+5.4%-0.5%+3.4%
30D-3.9%+11.4%-15.3%-7.3%
3M+13.0%+11.4%+1.6%+8.8%
6M+25.2%+16.6%+8.5%+18.5%
YTD+22.9%+41.7%-18.8%+10.3%
1Y+47.8%+35.4%+12.4%+33.6%
3Y+283.0%+57.3%+225.7%+221.2%
5Y+349.7%+241.0%+108.7%+192.8%
10Y+1,061.2%+16.6%+1,044.6%+733.8%
All+11,140.8%+603.8%+10,537.0%+4,094.6%

Cumulative growth

Daily Returns

Daily percentage return beside FLR.

Daily Out/Under-Performance

Portfolio return minus FLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FLR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded FLR 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling