+12.4%
APH vs FN
-52.5%
+64.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.0% | -0.2% | -4.4% |
| 7D | -2.4% | -7.0% | +4.6% | -0.6% |
| 30D | -9.5% | -24.7% | +15.3% | -3.0% |
| 3M | -7.6% | -35.7% | +28.0% | +2.3% |
| 6M | +12.4% | -52.4% | +64.8% | +27.8% |
| All | +12.4% | -52.5% | +64.9% | +27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling