+1,082.3%
APH vs TMO
+338.2%
+744.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.1% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | -1.2% | +1.1% | -2.4% | -2.0% |
| 3M | +10.3% | +28.3% | -18.1% | -2.8% |
| 6M | +25.2% | +23.3% | +1.9% | +12.0% |
| YTD | +24.6% | +5.5% | +19.2% | +20.1% |
| 1Y | +41.4% | +24.5% | +16.9% | +25.4% |
| 3Y | +297.8% | +19.6% | +278.2% | +248.8% |
| 5Y | +366.0% | +8.1% | +357.9% | +321.8% |
| All | +1,082.3% | +338.2% | +744.1% | +449.7% |
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 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