+270.9%
APH vs FLR
+35.7%
+235.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.3% |
| 7D | +4.9% | +5.4% | -0.5% | +2.8% |
| 30D | -5.4% | +2.8% | -8.2% | -6.1% |
| 3M | -5.5% | -6.4% | +0.9% | -3.1% |
| 6M | +25.9% | +8.8% | +17.1% | +20.8% |
| YTD | +16.4% | +23.6% | -7.2% | +6.1% |
| 1Y | +16.5% | +13.8% | +2.7% | +9.2% |
| 3Y | +270.9% | +36.5% | +234.4% | +209.9% |
| All | +270.9% | +35.7% | +235.2% | +209.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling