+72,728.0%
APH vs TSCO
+52,243.2%
+20,484.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | +0.4% | +0.4% | -0.1% | +0.3% |
| 30D | -8.0% | +9.8% | -17.8% | -9.1% |
| 3M | -5.0% | +4.8% | -9.8% | -5.8% |
| 6M | +29.9% | +23.3% | +6.6% | +26.1% |
| YTD | +18.0% | -25.1% | +43.1% | +21.0% |
| 1Y | +11.3% | -32.7% | +44.1% | +15.6% |
| 3Y | +274.9% | -2.0% | +276.9% | +270.9% |
| 5Y | +300.6% | -7.8% | +308.4% | +297.7% |
| 10Y | +944.2% | +203.2% | +741.1% | +805.1% |
| All | +72,728.0% | +52,243.2% | +20,484.8% | +46,845.5% |
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