+883.4%
APH vs FN
+753.0%
+130.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.7% | -7.5% | +0.6% |
| 7D | -5.9% | 0.0% | -5.9% | -6.2% |
| 30D | -14.8% | -34.3% | +19.5% | -4.0% |
| 3M | -12.4% | -39.9% | +27.4% | +0.3% |
| 6M | +8.1% | -51.8% | +59.9% | +29.2% |
| YTD | +10.9% | -28.1% | +39.1% | +14.8% |
| 1Y | +8.8% | -29.1% | +37.8% | +12.6% |
| 3Y | +262.1% | +102.4% | +159.6% | +158.7% |
| 5Y | +283.1% | +171.7% | +111.5% | +140.8% |
| All | +883.4% | +753.0% | +130.4% | +366.0% |
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