+883.4%
APH vs TMF
-84.4%
+967.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | -5.9% | +1.2% | -7.1% | -5.8% |
| 30D | -14.8% | +19.7% | -34.5% | -13.7% |
| 3M | -12.4% | -2.1% | -10.3% | -12.4% |
| 6M | +8.1% | -13.4% | +21.5% | +7.2% |
| YTD | +10.9% | -16.7% | +27.7% | +9.8% |
| 1Y | +8.8% | -23.3% | +32.1% | +7.0% |
| 3Y | +262.1% | -24.8% | +286.9% | +260.7% |
| 5Y | +283.1% | -88.0% | +371.2% | +205.0% |
| All | +883.4% | -84.4% | +967.8% | +773.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling