+268.0%
APH vs TPR
+255.9%
+12.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.1% | -16.4% | -11.3% |
| 7D | -12.7% | +13.9% | -26.6% | -16.2% |
| 30D | -19.2% | +14.9% | -34.1% | -22.8% |
| 3M | -16.7% | -15.4% | -1.3% | -13.4% |
| 6M | +5.1% | -4.5% | +9.6% | +4.5% |
| YTD | +6.6% | +6.0% | +0.6% | +2.2% |
| 1Y | +3.9% | +24.3% | -20.4% | -5.6% |
| 3Y | +246.0% | +412.8% | -166.8% | +91.4% |
| 5Y | +268.0% | +258.4% | +9.5% | +120.3% |
| All | +268.0% | +255.9% | +12.1% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling