+90.5%
APH vs TXT
+1.6%
+88.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.8% | -45.9% | -46.9% |
| 7D | -48.7% | -4.0% | -44.7% | -47.4% |
| 30D | -51.9% | -10.6% | -41.3% | -49.2% |
| 3M | -43.6% | -13.2% | -30.4% | -39.8% |
| 6M | -37.5% | -20.3% | -17.2% | -31.1% |
| YTD | -38.6% | -9.3% | -29.4% | -35.8% |
| 1Y | -26.3% | -2.7% | -23.6% | -25.4% |
| All | +90.5% | +1.6% | +88.9% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling