+61,451.9%
APH vs VFC
+634.9%
+60,817.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.1% | -47.9% | -47.8% |
| 7D | -48.7% | -1.4% | -47.3% | -48.5% |
| 30D | -51.9% | -11.6% | -40.3% | -50.2% |
| 3M | -43.6% | -18.1% | -25.5% | -41.0% |
| 6M | -37.5% | -27.4% | -10.2% | -32.5% |
| YTD | -38.6% | -24.8% | -13.8% | -34.4% |
| 1Y | -26.3% | -8.2% | -18.1% | -27.2% |
| 3Y | +89.2% | -29.1% | +118.3% | +74.8% |
| 5Y | +119.8% | -79.2% | +199.0% | +206.2% |
| 10Y | +454.3% | -68.1% | +522.4% | +523.9% |
| All | +61,451.9% | +634.9% | +60,817.0% | +25,749.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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