+16.4%
APH vs TEM
-11.1%
+27.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.8% | -3.3% | -5.7% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -9.5% | -9.5% | 0.0% | -8.5% |
| 3M | -7.6% | +60.7% | -68.3% | -17.5% |
| 6M | +12.4% | +35.5% | -23.1% | +3.5% |
| YTD | +17.5% | +28.0% | -10.5% | +8.3% |
| 1Y | +16.4% | -10.5% | +26.9% | +20.3% |
| All | +16.4% | -11.1% | +27.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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