+627.6%
APH vs TXG
+16.5%
+611.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.4% |
| 7D | -5.0% | -3.7% | -1.4% | -4.4% |
| 30D | -8.4% | -22.0% | +13.7% | -5.0% |
| 3M | -4.5% | +7.4% | -11.9% | -6.7% |
| 6M | +25.3% | +191.2% | -165.9% | +3.6% |
| YTD | +18.9% | +285.7% | -266.7% | -7.0% |
| 1Y | +11.9% | +268.3% | -256.3% | -12.0% |
| 3Y | +278.0% | +77.3% | +200.7% | +211.2% |
| 5Y | +306.4% | -62.3% | +368.8% | +296.7% |
| All | +627.6% | +16.5% | +611.1% | +456.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling