+883.4%
APH vs TPR
+383.4%
+500.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.4% |
| 7D | -5.9% | +14.2% | -20.1% | -9.8% |
| 30D | -14.8% | +17.1% | -31.9% | -19.0% |
| 3M | -12.4% | -17.7% | +5.3% | -8.4% |
| 6M | +8.1% | -10.2% | +18.2% | +9.4% |
| YTD | +10.9% | +4.9% | +6.0% | +6.8% |
| 1Y | +8.8% | +36.1% | -27.4% | -3.2% |
| 3Y | +262.1% | +416.5% | -154.4% | +109.6% |
| 5Y | +283.1% | +254.8% | +28.4% | +139.5% |
| All | +883.4% | +383.4% | +500.0% | +395.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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