+1,062.4%
APH vs TKO
+958.6%
+103.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | +1.6% | +0.7% | +0.9% | +1.4% |
| 30D | -3.0% | +0.9% | -3.9% | -3.4% |
| 3M | +5.7% | -6.2% | +11.9% | +6.6% |
| 6M | +20.0% | -5.6% | +25.6% | +20.6% |
| YTD | +20.8% | -7.8% | +28.6% | +21.6% |
| 1Y | +40.2% | -1.2% | +41.5% | +38.8% |
| 3Y | +288.1% | +106.5% | +181.6% | +224.1% |
| 5Y | +352.5% | +310.4% | +42.2% | +218.0% |
| 10Y | +1,062.4% | +987.5% | +74.9% | +620.3% |
| All | +1,062.4% | +958.6% | +103.8% | +620.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 10y: compounded portfolio wealth divided by compounded TKO 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…
10y analysis · Full analysis span regression · 6 months rolling