+951.3%
APH vs FTV
+113.3%
+838.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.6% | +5.6% | +6.7% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | -7.5% | +17.2% | -24.7% | -15.4% |
| 3M | -4.4% | +8.9% | -13.3% | -9.1% |
| 6M | +26.5% | +11.3% | +15.2% | +17.7% |
| YTD | +20.0% | +21.9% | -1.9% | +3.7% |
| 1Y | +16.9% | +31.6% | -14.7% | -4.0% |
| 3Y | +288.5% | +38.1% | +250.4% | +205.5% |
| 5Y | +310.3% | +15.7% | +294.6% | +254.5% |
| 10Y | +951.3% | +107.5% | +843.8% | +576.9% |
| All | +951.3% | +113.3% | +838.0% | +576.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling