+1,059.7%
APH vs TPR
+321.0%
+738.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | -2.3% | +7.3% | +5.6% |
| 30D | -3.9% | -23.0% | +19.1% | +3.0% |
| 3M | +13.0% | -12.5% | +25.4% | +16.3% |
| 6M | +25.2% | -21.4% | +46.6% | +32.5% |
| YTD | +22.9% | -3.5% | +26.4% | +22.0% |
| 1Y | +47.8% | +17.4% | +30.5% | +37.6% |
| 3Y | +283.0% | +291.3% | -8.2% | +141.5% |
| 5Y | +349.7% | +241.9% | +107.7% | +184.9% |
| All | +1,059.7% | +321.0% | +738.7% | +489.3% |
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