+355.9%
APH vs FTV
+2.3%
+353.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.4% |
| 7D | +5.0% | -4.5% | +9.4% | +7.5% |
| 30D | -3.9% | -7.1% | +3.2% | -0.1% |
| 3M | +13.0% | -7.2% | +20.1% | +16.5% |
| 6M | +25.2% | -1.5% | +26.7% | +24.5% |
| YTD | +22.9% | +3.5% | +19.5% | +16.6% |
| 1Y | +47.8% | +20.3% | +27.5% | +25.9% |
| 3Y | +283.0% | -3.1% | +286.1% | +273.2% |
| All | +355.9% | +2.3% | +353.6% | +302.2% |
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 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