+624.6%
APH vs TXG
+9.4%
+615.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.1% | +1.2% |
| 7D | +11.1% | +1.8% | +9.3% | +10.8% |
| 30D | -7.3% | -17.7% | +10.4% | -4.6% |
| 3M | -6.2% | +2.3% | -8.5% | -7.6% |
| 6M | +24.9% | +182.5% | -157.6% | +3.8% |
| YTD | +18.4% | +262.4% | -243.9% | -6.4% |
| 1Y | +13.0% | +254.1% | -241.1% | -10.6% |
| 3Y | +276.4% | +66.6% | +209.8% | +213.0% |
| 5Y | +296.4% | -64.5% | +360.9% | +290.7% |
| All | +624.6% | +9.4% | +615.2% | +459.4% |
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