-16.9%
TLT vs APH
+894.6%
-911.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | +0.2% |
| 7D | +0.1% | -5.9% | +6.0% | -0.2% |
| 30D | +6.2% | -14.8% | +21.0% | +5.4% |
| 3M | -0.3% | -12.4% | +12.1% | -0.9% |
| 6M | -3.4% | +8.1% | -11.4% | -2.6% |
| YTD | -3.1% | +10.9% | -14.1% | -1.9% |
| 1Y | -5.2% | +8.8% | -14.0% | -4.1% |
| 3Y | +6.5% | +262.1% | -255.6% | +20.7% |
| 5Y | -34.7% | +283.1% | -317.9% | -25.3% |
| All | -16.9% | +894.6% | -911.5% | +10.6% |
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