-4.2%
TLT vs APH
+50.0%
-54.2%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -0.4% | +5.0% | -5.4% | -0.5% |
| 30D | -0.6% | -3.9% | +3.3% | -0.5% |
| 3M | -2.7% | +13.0% | -15.7% | -3.1% |
| 6M | -5.6% | +25.2% | -30.8% | -6.3% |
| YTD | -2.8% | +22.9% | -25.7% | -3.2% |
| All | -4.2% | +50.0% | -54.2% | -2.3% |
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 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