+355.9%
APH vs FTI
+1,129.5%
-773.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +5.0% | +5.3% | -0.3% | +3.7% |
| 30D | -3.9% | +15.3% | -19.2% | -7.1% |
| 3M | +13.0% | +15.8% | -2.8% | +8.8% |
| 6M | +25.2% | +22.6% | +2.6% | +18.6% |
| YTD | +22.9% | +79.5% | -56.6% | +6.6% |
| 1Y | +47.8% | +102.0% | -54.2% | +24.6% |
| 3Y | +283.0% | +315.8% | -32.8% | +179.5% |
| All | +355.9% | +1,129.5% | -773.6% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling