+453.5%
APH vs FN
+900.0%
-446.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.3% | -46.5% | -47.4% |
| 7D | -48.7% | -5.8% | -42.9% | -47.6% |
| 30D | -51.9% | -22.0% | -30.0% | -48.5% |
| 3M | -43.6% | -43.0% | -0.6% | -34.5% |
| 6M | -37.5% | -27.7% | -9.8% | -33.9% |
| YTD | -38.6% | -10.5% | -28.1% | -39.8% |
| 1Y | -26.3% | +12.5% | -38.8% | -33.0% |
| 3Y | +89.2% | +153.8% | -64.6% | +28.1% |
| 5Y | +119.8% | +288.0% | -168.2% | +26.2% |
| All | +453.5% | +900.0% | -446.5% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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