+1,198.4%
APH vs FTV
+90.8%
+1,107.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.4% |
| 7D | +5.0% | -4.5% | +9.4% | +7.6% |
| 30D | -3.9% | -7.1% | +3.2% | 0.0% |
| 3M | +13.0% | -7.2% | +20.1% | +16.7% |
| 6M | +25.2% | -1.5% | +26.7% | +24.7% |
| YTD | +22.9% | +3.5% | +19.5% | +16.8% |
| 1Y | +47.8% | +20.3% | +27.5% | +27.3% |
| 3Y | +283.0% | -3.1% | +286.1% | +272.3% |
| 5Y | +349.7% | +2.3% | +347.3% | +317.2% |
| 10Y | +1,061.2% | +76.3% | +984.9% | +745.4% |
| All | +1,198.4% | +90.8% | +1,107.6% | +828.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling