+375.0%
APH vs FND
+66.0%
+308.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.1% | -47.7% | -47.8% |
| 7D | -48.7% | -5.9% | -42.8% | -47.9% |
| 30D | -51.9% | -19.9% | -32.1% | -49.3% |
| 3M | -43.6% | +2.7% | -46.3% | -44.5% |
| 6M | -37.5% | -21.7% | -15.9% | -34.4% |
| YTD | -38.6% | -17.5% | -21.1% | -36.7% |
| 1Y | -26.3% | -39.3% | +13.0% | -18.4% |
| 3Y | +89.2% | -49.8% | +139.0% | +111.3% |
| 5Y | +119.8% | -60.1% | +179.9% | +148.1% |
| All | +375.0% | +66.0% | +308.9% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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