+930.0%
APH vs TMO
+372.3%
+557.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | +4.9% | +0.8% | +4.1% | +4.6% |
| 30D | -5.4% | +4.0% | -9.4% | -6.8% |
| 3M | -5.5% | +17.6% | -23.1% | -12.4% |
| 6M | +25.9% | +57.3% | -31.4% | +0.9% |
| YTD | +16.4% | +21.2% | -4.8% | +5.2% |
| 1Y | +16.5% | +21.1% | -4.6% | +5.3% |
| 3Y | +270.9% | +58.8% | +212.0% | +182.7% |
| 5Y | +289.5% | +11.8% | +277.7% | +251.0% |
| All | +930.0% | +372.3% | +557.7% | +359.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling