+131.2%
TLT vs APH
+7,298.1%
-7,166.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -47.8% | +47.8% | -4.6% |
| 7D | -0.7% | -48.7% | +48.0% | -5.5% |
| 30D | -0.6% | -51.9% | +51.4% | -6.0% |
| 3M | -2.7% | -43.6% | +40.8% | -6.2% |
| 6M | -5.6% | -37.5% | +31.9% | -7.8% |
| YTD | -2.8% | -38.6% | +35.9% | -4.9% |
| 1Y | -1.4% | -26.3% | +24.9% | -1.2% |
| 3Y | -1.6% | +89.2% | -90.8% | +11.9% |
| 5Y | -33.8% | +119.8% | -153.6% | -22.7% |
| 10Y | -21.1% | +454.3% | -475.4% | +7.7% |
| All | +131.2% | +7,298.1% | -7,166.8% | +363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling