+1,480.6%
APH vs USFR
+28.5%
+1,452.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | -5.9% | +0.1% | -6.0% | -6.0% |
| 30D | -14.8% | +0.4% | -15.2% | -14.9% |
| 3M | -12.4% | +1.1% | -13.5% | -12.6% |
| 6M | +8.1% | +2.1% | +6.0% | +7.6% |
| YTD | +10.9% | +3.4% | +7.5% | +10.1% |
| 1Y | +8.8% | +4.1% | +4.7% | +7.7% |
| 3Y | +262.1% | +14.4% | +247.7% | +249.7% |
| 5Y | +283.1% | +21.3% | +261.8% | +264.4% |
| 10Y | +908.1% | +28.5% | +879.6% | +846.5% |
| All | +1,480.6% | +28.5% | +1,452.1% | +1,376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling