+951.3%
APH vs FLR
+17.5%
+933.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +8.3% | -0.1% | +6.5% |
| 7D | +1.1% | +8.5% | -7.4% | -0.4% |
| 30D | -7.5% | -0.7% | -6.8% | -7.2% |
| 3M | -4.4% | -11.7% | +7.3% | -2.1% |
| 6M | +26.5% | +16.2% | +10.3% | +22.5% |
| YTD | +20.0% | +27.0% | -7.0% | +14.2% |
| 1Y | +16.9% | +10.1% | +6.8% | +14.1% |
| 3Y | +288.5% | +46.2% | +242.3% | +254.6% |
| 5Y | +310.3% | +121.4% | +188.9% | +245.1% |
| 10Y | +951.3% | +11.0% | +940.3% | +839.6% |
| All | +951.3% | +17.5% | +933.8% | +839.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling