-26.3%
APH vs TXG
+372.5%
-398.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.3% | -48.1% | -47.8% |
| 7D | -48.7% | -3.4% | -45.3% | -48.4% |
| 30D | -51.9% | +32.0% | -83.9% | -54.3% |
| 3M | -43.6% | +87.0% | -130.6% | -49.6% |
| 6M | -37.5% | +180.1% | -217.6% | -47.6% |
| YTD | -38.6% | +284.1% | -322.8% | -50.7% |
| 1Y | -26.3% | +361.7% | -388.0% | -42.2% |
| All | -26.3% | +372.5% | -398.8% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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