+90.5%
APH vs FTV
-3.2%
+93.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.1% | -44.7% | -46.3% |
| 7D | -48.7% | -4.9% | -43.8% | -46.9% |
| 30D | -51.9% | -7.1% | -44.9% | -49.8% |
| 3M | -43.6% | -7.2% | -36.4% | -41.4% |
| 6M | -37.5% | -1.5% | -36.0% | -36.8% |
| YTD | -38.6% | +3.5% | -42.1% | -40.0% |
| 1Y | -26.3% | +20.3% | -46.7% | -34.5% |
| All | +90.5% | -3.2% | +93.7% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling