+291.1%
APH vs TXG
+21.6%
+269.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.3% |
| 3M | +13.0% | +87.0% | -74.0% | +2.0% |
| 6M | +25.2% | +180.1% | -154.9% | +6.1% |
| YTD | +22.9% | +284.1% | -261.2% | -0.7% |
| 1Y | +47.8% | +361.7% | -313.8% | +15.4% |
| All | +291.1% | +21.6% | +269.4% | +238.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling