-26.3%
APH vs TDY
+11.8%
-38.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.4% | -47.4% | -47.6% |
| 7D | -48.7% | -2.5% | -46.2% | -47.8% |
| 30D | -51.9% | -10.7% | -41.3% | -48.5% |
| 3M | -43.6% | -1.3% | -42.3% | -42.6% |
| 6M | -37.5% | -10.6% | -27.0% | -34.9% |
| YTD | -38.6% | +19.6% | -58.2% | -39.6% |
| 1Y | -26.3% | +11.6% | -38.0% | -29.2% |
| All | -26.3% | +11.8% | -38.1% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling