-12.6%
TLT vs APH
+926.5%
-939.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.5% |
| 7D | -3.1% | +4.9% | -8.0% | -2.8% |
| 30D | +1.0% | -5.4% | +6.4% | +0.9% |
| 3M | -2.7% | -5.5% | +2.7% | -2.9% |
| 6M | -4.1% | +25.9% | -30.1% | -2.6% |
| YTD | -5.4% | +16.4% | -21.7% | -3.9% |
| 1Y | -7.0% | +16.5% | -23.5% | -5.5% |
| 3Y | +2.8% | +270.9% | -268.0% | +16.6% |
| 5Y | -35.4% | +289.5% | -324.9% | -26.3% |
| All | -12.6% | +926.5% | -939.1% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling