+519.7%
APH vs FTV
+90.8%
+428.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -3.1% | -44.7% | -46.0% |
| 7D | -48.7% | -4.9% | -43.8% | -46.4% |
| 30D | -51.9% | -7.1% | -44.9% | -49.1% |
| 3M | -43.6% | -7.2% | -36.4% | -40.7% |
| 6M | -37.5% | -1.5% | -36.0% | -36.6% |
| YTD | -38.6% | +3.5% | -42.1% | -40.7% |
| 1Y | -26.3% | +20.3% | -46.7% | -35.4% |
| 3Y | +89.2% | -3.1% | +92.3% | +87.2% |
| 5Y | +119.8% | +2.3% | +117.5% | +107.6% |
| 10Y | +454.3% | +76.3% | +377.9% | +310.4% |
| All | +519.7% | +90.8% | +428.9% | +350.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling