+75,796.7%
APH vs TSCO
+49,750.0%
+26,046.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.7% |
| 7D | +5.0% | +0.8% | +4.2% | +4.9% |
| 30D | -3.9% | +5.5% | -9.3% | -4.5% |
| 3M | +13.0% | +20.0% | -7.0% | +10.4% |
| 6M | +25.2% | -29.8% | +54.9% | +29.9% |
| YTD | +22.9% | -28.7% | +51.6% | +27.1% |
| 1Y | +47.8% | -40.9% | +88.7% | +56.1% |
| 3Y | +283.0% | -15.9% | +299.0% | +286.5% |
| 5Y | +349.7% | -3.5% | +353.1% | +345.3% |
| 10Y | +1,061.2% | +142.2% | +919.0% | +930.2% |
| All | +75,796.7% | +49,750.0% | +26,046.7% | +49,218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling