-5.2%
TLT vs APH
+7.8%
-13.0%
-12.8%
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 | -0.3% | -12.4% | +12.1% | -0.2% |
| 6M | -3.4% | +8.1% | -11.4% | -4.2% |
| YTD | -3.1% | +10.9% | -14.1% | -4.5% |
| 1Y | -5.2% | +8.8% | -14.0% | -6.5% |
| All | -5.2% | +7.8% | -13.0% | -6.5% |
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