+24,082.3%
APH vs TKO
+1,479.1%
+22,603.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +0.4% | +3.1% | -2.7% | -0.2% |
| 30D | -8.0% | +15.0% | -23.0% | -10.8% |
| 3M | -5.0% | +2.9% | -7.9% | -5.9% |
| 6M | +29.9% | +9.0% | +20.9% | +26.4% |
| YTD | +18.0% | -3.4% | +21.4% | +17.5% |
| 1Y | +11.3% | +12.8% | -1.5% | +6.9% |
| 3Y | +274.9% | +158.0% | +117.0% | +193.9% |
| 5Y | +300.6% | +285.4% | +15.2% | +179.4% |
| 10Y | +944.2% | +1,160.4% | -216.2% | +413.6% |
| All | +24,082.3% | +1,479.1% | +22,603.2% | +7,106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling