+126,376.5%
APH vs TYL
+14,620.0%
+111,756.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +4.7% | -10.8% | -6.7% |
| 7D | -2.4% | +17.3% | -19.7% | -4.3% |
| 30D | -9.5% | +28.9% | -38.4% | -12.4% |
| 3M | -7.6% | +35.1% | -42.7% | -11.3% |
| 6M | +12.4% | +29.3% | -16.9% | +7.8% |
| YTD | +17.5% | -6.8% | +24.3% | +16.6% |
| 1Y | +16.4% | -9.9% | +26.3% | +15.9% |
| 3Y | +281.6% | +1.7% | +280.0% | +272.9% |
| 5Y | +317.7% | -21.6% | +339.3% | +318.7% |
| 10Y | +967.8% | +173.5% | +794.3% | +832.5% |
| All | +126,376.5% | +14,620.0% | +111,756.5% | +77,591.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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