+5.1%
APH vs TXT
-6.9%
+12.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.7% | -8.8% |
| 7D | -12.7% | -2.5% | -10.2% | -12.0% |
| 30D | -19.2% | +12.8% | -32.0% | -22.1% |
| 3M | -16.7% | -3.6% | -13.1% | -14.2% |
| 6M | +5.1% | -6.9% | +12.1% | +9.7% |
| All | +5.1% | -6.9% | +12.0% | +9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling