+844.5%
APH vs FN
+663.9%
+180.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -14.2% | +4.9% | -5.0% |
| 7D | -12.7% | -16.0% | +3.3% | -8.2% |
| 30D | -19.2% | -40.1% | +20.9% | -6.2% |
| 3M | -16.7% | -43.9% | +27.2% | -2.4% |
| 6M | +5.1% | -55.6% | +60.8% | +29.1% |
| YTD | +6.6% | -35.7% | +42.2% | +14.2% |
| 1Y | +3.9% | -39.8% | +43.7% | +13.1% |
| 3Y | +246.0% | +80.3% | +165.8% | +156.4% |
| 5Y | +268.0% | +143.3% | +124.7% | +139.4% |
| All | +844.5% | +663.9% | +180.6% | +363.3% |
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