+652.2%
APH vs TXG
+16.0%
+636.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +5.0% | +1.8% | +3.2% | +4.6% |
| 30D | -3.9% | +32.0% | -35.9% | -8.6% |
| 3M | +13.0% | +87.0% | -74.0% | +1.2% |
| 6M | +25.2% | +180.1% | -154.9% | +4.5% |
| YTD | +22.9% | +284.1% | -261.2% | -2.8% |
| 1Y | +47.8% | +361.7% | -313.8% | +12.3% |
| 3Y | +283.0% | +15.9% | +267.1% | +240.5% |
| 5Y | +349.7% | -66.2% | +415.8% | +349.2% |
| All | +652.2% | +16.0% | +636.2% | +481.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling