+285.6%
APH vs USFR
+14.1%
+271.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +1.0% |
| 7D | +5.0% | +0.1% | +4.9% | +5.2% |
| 30D | -3.9% | +0.3% | -4.2% | -2.5% |
| 3M | +13.0% | +1.0% | +12.0% | +18.1% |
| 6M | +25.2% | +1.9% | +23.2% | +33.0% |
| YTD | +22.9% | +2.6% | +20.3% | +31.4% |
| 1Y | +47.8% | +4.0% | +43.8% | +59.7% |
| All | +285.6% | +14.1% | +271.5% | +334.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling