+343.6%
APH vs FRSH
-72.6%
+416.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -2.2% | -11.2% | +8.9% | -0.6% |
| 30D | -4.0% | -0.8% | -3.2% | -4.2% |
| 3M | +7.7% | +26.4% | -18.7% | +3.2% |
| 6M | +17.8% | +48.4% | -30.6% | +9.2% |
| YTD | +19.2% | -3.1% | +22.3% | +17.8% |
| 1Y | +35.7% | -8.7% | +44.4% | +35.2% |
| 3Y | +282.9% | -45.8% | +328.7% | +305.1% |
| All | +343.6% | -72.6% | +416.2% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling