+9,371.3%
APH vs TPR
+8,117.6%
+1,253.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.1% | -16.4% | -11.6% |
| 7D | -12.7% | +13.9% | -26.6% | -16.7% |
| 30D | -19.2% | +14.9% | -34.1% | -23.2% |
| 3M | -16.7% | -15.4% | -1.3% | -13.3% |
| 6M | +5.1% | -4.5% | +9.6% | +4.4% |
| YTD | +6.6% | +6.0% | +0.6% | +1.8% |
| 1Y | +3.9% | +24.3% | -20.4% | -6.1% |
| 3Y | +246.0% | +412.8% | -166.8% | +89.8% |
| 5Y | +268.0% | +258.4% | +9.5% | +118.3% |
| 10Y | +868.2% | +396.8% | +471.4% | +343.0% |
| All | +9,371.3% | +8,117.6% | +1,253.7% | +1,858.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling