+294.9%
APH vs TMO
+15.0%
+279.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.4% | +1.6% | -1.3% | -0.1% |
| 30D | -8.0% | +8.4% | -16.4% | -10.7% |
| 3M | -5.0% | +18.7% | -23.7% | -11.5% |
| 6M | +29.9% | +58.9% | -28.9% | +6.2% |
| YTD | +18.0% | +24.2% | -6.2% | +6.9% |
| 1Y | +11.3% | +22.8% | -11.5% | +1.3% |
| 3Y | +274.9% | +61.6% | +213.3% | +189.1% |
| All | +294.9% | +15.0% | +279.8% | +250.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling