+317.7%
APH vs FN
+197.1%
+120.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.0% | -0.2% | -4.3% |
| 7D | -2.4% | -7.0% | +4.6% | -0.5% |
| 30D | -9.5% | -24.7% | +15.3% | -1.8% |
| 3M | -7.6% | -35.7% | +28.0% | +4.1% |
| 6M | +12.4% | -52.4% | +64.8% | +35.8% |
| YTD | +17.5% | -25.0% | +42.5% | +19.7% |
| 1Y | +16.4% | -25.7% | +42.1% | +18.3% |
| 3Y | +281.6% | +110.2% | +171.4% | +163.6% |
| 5Y | +317.7% | +192.3% | +125.4% | +139.3% |
| All | +317.7% | +197.1% | +120.7% | +139.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling