+282.2%
APH vs FTV
+12.0%
+270.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.2% |
| 7D | -5.9% | +0.2% | -6.2% | -6.0% |
| 30D | -14.8% | +15.7% | -30.5% | -21.1% |
| 3M | -12.4% | +7.5% | -19.9% | -15.9% |
| 6M | +8.1% | +8.5% | -0.4% | +2.4% |
| YTD | +10.9% | +18.8% | -7.8% | -2.3% |
| 1Y | +8.8% | +28.5% | -19.8% | -9.3% |
| 3Y | +262.1% | +34.0% | +228.1% | +187.0% |
| All | +282.2% | +12.0% | +270.2% | +229.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling