+1,059.7%
APH vs TXT
+94.9%
+964.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | +5.0% | -4.8% | +9.7% | +7.2% |
| 30D | -3.9% | -10.6% | +6.7% | +1.0% |
| 3M | +13.0% | -13.2% | +26.1% | +19.9% |
| 6M | +25.2% | -20.3% | +45.5% | +37.8% |
| YTD | +22.9% | -9.3% | +32.2% | +27.5% |
| 1Y | +47.8% | -2.7% | +50.5% | +47.9% |
| 3Y | +283.0% | +1.4% | +281.6% | +268.7% |
| 5Y | +349.7% | +9.6% | +340.1% | +312.0% |
| All | +1,059.7% | +94.9% | +964.8% | +679.6% |
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