+247.7%
APH vs TPR
+412.6%
-164.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.1% | -16.4% | -11.0% |
| 7D | -12.7% | +13.9% | -26.6% | -15.8% |
| 30D | -19.2% | +14.9% | -34.1% | -22.3% |
| 3M | -16.7% | -15.4% | -1.3% | -13.6% |
| 6M | +5.1% | -4.5% | +9.6% | +4.7% |
| YTD | +6.6% | +6.0% | +0.6% | +2.8% |
| 1Y | +3.9% | +24.3% | -20.4% | -4.6% |
| All | +247.7% | +412.6% | -164.9% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling