+16.4%
APH vs USFR
+4.1%
+12.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.2% | -6.2% |
| 7D | -2.4% | +0.1% | -2.5% | -0.8% |
| 30D | -9.5% | +0.4% | -9.8% | -3.3% |
| 3M | -7.6% | +1.1% | -8.7% | +16.6% |
| 6M | +12.4% | +2.0% | +10.4% | +79.9% |
| YTD | +17.5% | +3.4% | +14.2% | +80.3% |
| 1Y | +16.4% | +4.1% | +12.3% | +29.8% |
| All | +16.4% | +4.1% | +12.3% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling