-26.3%
APH vs FTV
+21.5%
-47.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.2% | -44.6% | -47.1% |
| 7D | -48.7% | -5.0% | -43.7% | -48.0% |
| 30D | -51.9% | -7.2% | -44.8% | -51.3% |
| 3M | -43.6% | -7.3% | -36.3% | -42.9% |
| 6M | -37.5% | -1.6% | -35.9% | -37.1% |
| YTD | -38.6% | +3.3% | -42.0% | -36.3% |
| 1Y | -26.3% | +20.2% | -46.5% | -25.4% |
| All | -26.3% | +21.5% | -47.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling