+944.2%
APH vs TXT
+98.8%
+845.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | +0.4% | -0.8% | +1.2% | +0.8% |
| 30D | -8.0% | +13.4% | -21.4% | -13.3% |
| 3M | -5.0% | -2.5% | -2.5% | -4.3% |
| 6M | +29.9% | -6.2% | +36.1% | +32.7% |
| YTD | +18.0% | -1.3% | +19.3% | +17.4% |
| 1Y | +11.3% | +4.3% | +7.0% | +8.0% |
| 3Y | +274.9% | +13.2% | +261.7% | +242.5% |
| 5Y | +300.6% | +12.4% | +288.2% | +261.2% |
| 10Y | +944.2% | +94.8% | +849.4% | +652.9% |
| All | +944.2% | +98.8% | +845.4% | +652.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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