-34.6%
TLT vs APH
+280.5%
-315.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 3M | -0.3% | -12.4% | +12.1% | -0.2% |
| 6M | -3.4% | +8.1% | -11.4% | -3.7% |
| YTD | -3.1% | +10.9% | -14.1% | -3.6% |
| 1Y | -5.2% | +8.8% | -14.0% | -5.7% |
| 3Y | +6.5% | +262.1% | -255.6% | +1.3% |
| All | -34.6% | +280.5% | -315.1% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling