+130.4%
TLT vs APH
+13,683.6%
-13,553.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.3% | +9.5% | -0.8% |
| 7D | +0.5% | -12.7% | +13.3% | -0.8% |
| 30D | +6.0% | -19.2% | +25.2% | +3.8% |
| 3M | -0.9% | -16.7% | +15.8% | -2.5% |
| 6M | -2.6% | +5.1% | -7.7% | -1.5% |
| YTD | -3.1% | +6.6% | -9.7% | -1.4% |
| 1Y | -4.4% | +3.9% | -8.3% | -2.9% |
| 3Y | +5.5% | +246.0% | -240.6% | +25.6% |
| 5Y | -34.7% | +268.0% | -302.7% | -21.2% |
| 10Y | -17.6% | +868.2% | -885.8% | +17.1% |
| All | +130.4% | +13,683.6% | -13,553.2% | +385.3% |
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 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