-12.5%
TLT vs APH
+978.7%
-991.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.2% | -8.2% | +0.5% |
| 7D | +0.3% | +1.1% | -0.8% | +0.4% |
| 30D | +5.1% | -7.5% | +12.6% | +4.8% |
| 3M | -0.2% | -4.4% | +4.3% | -0.3% |
| 6M | -2.9% | +26.5% | -29.4% | -1.3% |
| YTD | -2.7% | +20.0% | -22.7% | -1.0% |
| 1Y | -4.6% | +16.9% | -21.5% | -3.1% |
| 3Y | +6.1% | +288.5% | -282.4% | +20.6% |
| 5Y | -35.1% | +310.3% | -345.4% | -25.7% |
| 10Y | -12.5% | +951.3% | -963.8% | +15.6% |
| All | -12.5% | +978.7% | -991.2% | +15.6% |
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