+1,059.7%
APH vs TMF
-86.8%
+1,146.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +5.0% | -1.4% | +6.4% | +4.9% |
| 30D | -3.9% | -2.8% | -1.0% | -4.0% |
| 3M | +13.0% | -10.9% | +23.9% | +12.2% |
| 6M | +25.2% | -21.3% | +46.5% | +23.2% |
| YTD | +22.9% | -15.9% | +38.8% | +21.6% |
| 1Y | +47.8% | -15.7% | +63.6% | +46.4% |
| 3Y | +283.0% | -43.4% | +326.4% | +271.5% |
| 5Y | +349.7% | -87.8% | +437.4% | +261.4% |
| All | +1,059.7% | -86.8% | +1,146.5% | +956.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded TMF 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling