-26.3%
APH vs TMO
+27.8%
-54.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.5% | -47.3% | -47.6% |
| 7D | -48.7% | -2.7% | -46.0% | -48.2% |
| 30D | -51.9% | +6.2% | -58.2% | -52.8% |
| 3M | -43.6% | +27.5% | -71.0% | -48.7% |
| 6M | -37.5% | +20.0% | -57.5% | -42.4% |
| YTD | -38.6% | +6.1% | -44.8% | -40.4% |
| 1Y | -26.3% | +25.8% | -52.2% | -29.7% |
| All | -26.3% | +27.8% | -54.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling