+114,578.9%
APH vs VFC
+1,018.1%
+113,560.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.5% |
| 7D | -12.7% | +10.9% | -23.6% | -15.4% |
| 30D | -19.2% | +40.6% | -59.8% | -27.3% |
| 3M | -16.7% | +34.4% | -51.1% | -24.2% |
| 6M | +5.1% | +12.3% | -7.1% | -0.5% |
| YTD | +6.6% | +14.4% | -7.8% | -0.1% |
| 1Y | +3.9% | +40.6% | -36.7% | -9.1% |
| 3Y | +246.0% | +40.1% | +205.9% | +161.1% |
| 5Y | +268.0% | -67.6% | +335.6% | +347.5% |
| 10Y | +868.2% | -45.9% | +914.2% | +821.4% |
| All | +114,578.9% | +1,018.1% | +113,560.8% | +42,177.8% |
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