+132,206.1%
APH vs TMO
+5,772.2%
+126,433.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.2% |
| 7D | +5.0% | -1.4% | +6.3% | +5.5% |
| 30D | -3.9% | +6.2% | -10.1% | -6.5% |
| 3M | +13.0% | +27.5% | -14.5% | +1.3% |
| 6M | +25.2% | +20.0% | +5.2% | +14.7% |
| YTD | +22.9% | +6.1% | +16.8% | +18.6% |
| 1Y | +47.8% | +25.8% | +22.0% | +32.2% |
| 3Y | +283.0% | +11.2% | +271.8% | +252.5% |
| 5Y | +349.7% | +9.6% | +340.1% | +311.6% |
| 10Y | +1,061.2% | +317.8% | +743.5% | +499.3% |
| All | +132,206.1% | +5,772.2% | +126,433.9% | +27,898.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling