+11.3%
APH vs TSCO
-32.1%
+43.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -1.0% |
| 7D | +0.4% | +0.4% | -0.1% | +0.4% |
| 30D | -8.0% | +9.8% | -17.8% | -7.0% |
| 3M | -5.0% | +4.8% | -9.8% | -4.2% |
| 6M | +29.9% | +23.3% | +6.6% | +31.0% |
| YTD | +18.0% | -25.1% | +43.1% | +15.9% |
| 1Y | +11.3% | -32.7% | +44.1% | +7.4% |
| All | +11.3% | -32.1% | +43.5% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling