+930.0%
APH vs USFR
+28.6%
+901.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -5.4% | +0.4% | -5.8% | -5.5% |
| 3M | -5.5% | +1.1% | -6.5% | -5.7% |
| 6M | +25.9% | +2.0% | +23.9% | +25.2% |
| YTD | +16.4% | +3.5% | +12.9% | +14.9% |
| 1Y | +16.5% | +4.1% | +12.4% | +14.7% |
| 3Y | +270.9% | +14.4% | +256.5% | +248.0% |
| 5Y | +289.5% | +21.4% | +268.1% | +254.3% |
| All | +930.0% | +28.6% | +901.4% | +806.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling