+5,129.4%
APH vs FLR
+603.8%
+4,525.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.0% | -50.8% | -48.6% |
| 7D | -48.7% | +3.8% | -52.5% | -49.6% |
| 30D | -51.9% | +11.4% | -63.3% | -54.0% |
| 3M | -43.6% | +11.4% | -55.0% | -46.0% |
| 6M | -37.5% | +16.6% | -54.2% | -41.3% |
| YTD | -38.6% | +41.7% | -80.3% | -45.4% |
| 1Y | -26.3% | +35.4% | -61.8% | -33.9% |
| 3Y | +89.2% | +57.3% | +31.9% | +57.5% |
| 5Y | +119.8% | +241.0% | -121.2% | +42.0% |
| 10Y | +454.3% | +16.6% | +437.6% | +294.8% |
| All | +5,129.4% | +603.8% | +4,525.6% | +1,836.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling