+114,578.9%
APH vs TXT
+1,300.4%
+113,278.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.7% | -8.8% |
| 7D | -12.7% | -2.5% | -10.2% | -11.9% |
| 30D | -19.2% | +12.8% | -32.0% | -22.7% |
| 3M | -16.7% | -3.6% | -13.1% | -15.9% |
| 6M | +5.1% | -6.9% | +12.1% | +7.2% |
| YTD | +6.6% | -2.2% | +8.7% | +6.6% |
| 1Y | +3.9% | +6.3% | -2.4% | +0.9% |
| 3Y | +246.0% | +10.3% | +235.8% | +227.5% |
| 5Y | +268.0% | +10.6% | +257.4% | +245.2% |
| 10Y | +868.2% | +121.0% | +747.2% | +577.3% |
| All | +114,578.9% | +1,300.4% | +113,278.5% | +40,387.9% |
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