+642.9%
APH vs TXG
+21.5%
+621.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.7% | -5.9% | -2.0% |
| 7D | +0.2% | +9.4% | -9.2% | -1.2% |
| 30D | -3.3% | +26.1% | -29.4% | -7.2% |
| 3M | +14.0% | +124.8% | -110.8% | -0.7% |
| 6M | +24.4% | +215.2% | -190.8% | +2.0% |
| YTD | +21.4% | +302.2% | -280.8% | -4.7% |
| 1Y | +48.9% | +370.9% | -322.0% | +12.8% |
| 3Y | +290.1% | +38.5% | +251.6% | +236.7% |
| 5Y | +352.8% | -64.4% | +417.2% | +348.6% |
| All | +642.9% | +21.5% | +621.5% | +469.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling