+6,962.2%
APH vs FTI
+2,165.1%
+4,797.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.2% | -50.0% | -48.4% |
| 7D | -48.7% | +4.6% | -53.3% | -49.7% |
| 30D | -51.9% | +15.3% | -67.3% | -54.3% |
| 3M | -43.6% | +15.8% | -59.3% | -46.6% |
| 6M | -37.5% | +22.6% | -60.1% | -42.1% |
| YTD | -38.6% | +79.5% | -118.2% | -49.4% |
| 1Y | -26.3% | +102.0% | -128.4% | -41.4% |
| 3Y | +89.2% | +315.8% | -226.6% | +18.2% |
| 5Y | +119.8% | +1,129.5% | -1,009.7% | -8.5% |
| 10Y | +454.3% | +320.9% | +133.3% | +168.9% |
| All | +6,962.2% | +2,165.1% | +4,797.1% | +1,394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling