+883.4%
APH vs TXT
+112.2%
+771.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +5.0% |
| 7D | -5.9% | -2.5% | -3.4% | -4.9% |
| 30D | -14.8% | +14.4% | -29.2% | -20.1% |
| 3M | -12.4% | -4.9% | -7.5% | -10.9% |
| 6M | +8.1% | -10.2% | +18.3% | +12.5% |
| YTD | +10.9% | -4.1% | +15.0% | +11.8% |
| 1Y | +8.8% | +4.0% | +4.8% | +5.6% |
| 3Y | +262.1% | +8.0% | +254.1% | +237.9% |
| 5Y | +283.1% | +8.4% | +274.7% | +250.8% |
| All | +883.4% | +112.2% | +771.2% | +619.6% |
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