+296.4%
APH vs USFR
+21.4%
+275.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.1% | +0.1% | +11.1% | +11.3% |
| 30D | -7.3% | +0.4% | -7.7% | -6.5% |
| 3M | -6.2% | +1.0% | -7.2% | -3.7% |
| 6M | +24.9% | +2.0% | +22.9% | +31.2% |
| YTD | +18.4% | +3.4% | +15.0% | +26.2% |
| 1Y | +13.0% | +4.1% | +8.9% | +20.9% |
| 3Y | +276.4% | +14.4% | +262.0% | +335.3% |
| 5Y | +296.4% | +21.4% | +275.0% | +423.2% |
| All | +296.4% | +21.4% | +275.0% | +423.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling