+1,651.5%
APH vs USFR
+27.5%
+1,623.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | -3.9% | +0.3% | -4.2% | -3.9% |
| 3M | +13.0% | +1.0% | +12.0% | +12.7% |
| 6M | +25.2% | +1.9% | +23.2% | +24.6% |
| YTD | +22.9% | +2.6% | +20.3% | +22.2% |
| 1Y | +47.8% | +4.0% | +43.8% | +46.4% |
| 3Y | +283.0% | +14.1% | +268.9% | +270.1% |
| 5Y | +349.7% | +20.4% | +329.2% | +328.4% |
| 10Y | +1,061.2% | +28.0% | +1,033.2% | +991.3% |
| All | +1,651.5% | +27.5% | +1,623.9% | +1,538.3% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling