+29.2%
APH vs FRMI
-93.9%
+123.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.2% | +6.3% | 0.0% |
| 7D | -5.0% | -24.3% | +19.3% | -1.9% |
| 30D | -8.4% | -55.1% | +46.7% | -0.3% |
| 3M | -4.5% | -73.8% | +69.3% | +9.4% |
| 6M | +25.3% | -70.6% | +95.8% | +40.0% |
| YTD | +18.9% | -80.8% | +99.7% | +36.8% |
| 1Y | +11.9% | -93.9% | +105.8% | +38.1% |
| All | +29.2% | -93.9% | +123.0% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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