-4.8%
TLT vs APH
+7.8%
-12.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.1% |
| 7D | +0.1% | -5.9% | +6.0% | +0.1% |
| 30D | +6.2% | -14.8% | +21.0% | +6.5% |
| 3M | +0.1% | -12.4% | +12.5% | +0.2% |
| 6M | -3.0% | +8.1% | -11.0% | -3.8% |
| YTD | -2.7% | +10.9% | -13.7% | -4.1% |
| 1Y | -4.8% | +8.8% | -13.6% | -6.1% |
| All | -4.8% | +7.8% | -12.6% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling