+726.2%
APH vs USFR
+27.5%
+698.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | 0.0% | -47.8% | -47.8% |
| 7D | -48.7% | +0.1% | -48.8% | -48.7% |
| 30D | -51.9% | +0.3% | -52.2% | -52.0% |
| 3M | -43.6% | +1.0% | -44.6% | -43.7% |
| 6M | -37.5% | +1.9% | -39.5% | -37.8% |
| YTD | -38.6% | +2.6% | -41.3% | -39.0% |
| 1Y | -26.3% | +4.0% | -30.3% | -27.1% |
| 3Y | +89.2% | +14.1% | +75.1% | +82.8% |
| 5Y | +119.8% | +20.4% | +99.4% | +109.4% |
| 10Y | +454.3% | +28.0% | +426.2% | +420.9% |
| All | +726.2% | +27.5% | +698.6% | +673.2% |
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 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