+276.0%
APH vs TDY
+70.2%
+205.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | +0.4% | +3.0% | -2.6% | -1.3% |
| 30D | -8.0% | +6.1% | -14.1% | -10.9% |
| 3M | -5.0% | -4.5% | -0.5% | -2.0% |
| 6M | +29.9% | +2.9% | +27.0% | +28.5% |
| YTD | +18.0% | +27.5% | -9.5% | +3.8% |
| 1Y | +11.3% | +26.5% | -15.1% | -1.6% |
| All | +276.0% | +70.2% | +205.7% | +179.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling