+352.5%
APH vs TMO
+7.0%
+345.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | -3.0% | +1.0% | -4.0% | -3.6% |
| 3M | +5.7% | +22.7% | -17.0% | -3.6% |
| 6M | +20.0% | +19.0% | +1.0% | +10.3% |
| YTD | +20.8% | +4.7% | +16.1% | +17.2% |
| 1Y | +40.2% | +26.0% | +14.2% | +25.7% |
| 3Y | +288.1% | +18.0% | +270.1% | +248.2% |
| 5Y | +352.5% | +8.0% | +344.5% | +317.1% |
| All | +352.5% | +7.0% | +345.5% | +317.1% |
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 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