+119,301.1%
APH vs TXT
+1,272.6%
+118,028.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.8% |
| 7D | -5.9% | -2.5% | -3.4% | -5.1% |
| 30D | -14.8% | +14.4% | -29.2% | -19.0% |
| 3M | -12.4% | -4.9% | -7.5% | -11.2% |
| 6M | +8.1% | -10.2% | +18.3% | +11.6% |
| YTD | +10.9% | -4.1% | +15.0% | +11.7% |
| 1Y | +8.8% | +4.0% | +4.8% | +6.4% |
| 3Y | +262.1% | +8.0% | +254.1% | +245.1% |
| 5Y | +283.1% | +8.4% | +274.7% | +261.8% |
| 10Y | +908.1% | +116.6% | +791.5% | +609.9% |
| All | +119,301.1% | +1,272.6% | +118,028.5% | +42,336.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling