+355.9%
APH vs FLR
+242.2%
+113.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.6% |
| 7D | +5.0% | +5.4% | -0.5% | +3.3% |
| 30D | -3.9% | +11.4% | -15.3% | -7.7% |
| 3M | +13.0% | +11.4% | +1.6% | +8.4% |
| 6M | +25.2% | +16.6% | +8.5% | +17.8% |
| YTD | +22.9% | +41.7% | -18.8% | +9.3% |
| 1Y | +47.8% | +35.4% | +12.4% | +32.5% |
| 3Y | +283.0% | +57.3% | +225.7% | +219.2% |
| All | +355.9% | +242.2% | +113.7% | +210.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling