+3,393.3%
APH vs FN
+3,020.0%
+373.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.0% | -0.2% | -4.7% |
| 7D | -2.4% | -7.0% | +4.6% | -0.9% |
| 30D | -9.5% | -24.7% | +15.3% | -3.5% |
| 3M | -7.6% | -35.7% | +28.0% | +1.5% |
| 6M | +12.4% | -52.4% | +64.8% | +30.4% |
| YTD | +17.5% | -25.0% | +42.5% | +20.5% |
| 1Y | +16.4% | -25.7% | +42.1% | +19.3% |
| 3Y | +281.6% | +110.2% | +171.4% | +197.7% |
| 5Y | +317.7% | +192.3% | +125.4% | +196.2% |
| 10Y | +967.8% | +812.3% | +155.6% | +498.2% |
| All | +3,393.3% | +3,020.0% | +373.3% | +1,517.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling