+285.2%
APH vs GFS
-25.2%
+310.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.9% |
| 7D | +4.9% | +7.4% | -2.5% | +2.7% |
| 30D | -5.4% | -15.3% | +9.9% | -0.7% |
| 3M | -5.5% | -21.1% | +15.6% | +0.9% |
| 6M | +25.9% | -44.5% | +70.4% | +46.3% |
| YTD | +16.4% | +19.2% | -2.9% | +7.4% |
| 1Y | +16.5% | +27.2% | -10.8% | +5.6% |
| 3Y | +270.9% | -20.1% | +291.0% | +264.8% |
| All | +285.2% | -25.2% | +310.4% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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