+352.5%
APH vs TDY
+33.5%
+319.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.5% |
| 7D | +1.6% | -1.8% | +3.5% | +2.8% |
| 30D | -3.0% | -13.8% | +10.8% | +6.1% |
| 3M | +5.7% | -3.9% | +9.6% | +8.5% |
| 6M | +20.0% | -9.0% | +29.0% | +27.1% |
| YTD | +20.8% | +16.5% | +4.3% | +10.8% |
| 1Y | +40.2% | +9.3% | +31.0% | +32.6% |
| 3Y | +288.1% | +45.1% | +243.0% | +210.1% |
| 5Y | +352.5% | +35.0% | +317.5% | +266.2% |
| All | +352.5% | +33.5% | +319.0% | +266.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling