+136.8%
APH vs TEM
+98.6%
+38.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +0.4% | +5.1% | -4.7% | -0.2% |
| 30D | -8.0% | +16.8% | -24.8% | -9.9% |
| 3M | -5.0% | +42.6% | -47.6% | -10.4% |
| 6M | +29.9% | +63.9% | -34.0% | +19.4% |
| YTD | +18.0% | +34.5% | -16.5% | +10.5% |
| 1Y | +11.3% | +11.0% | +0.3% | +6.7% |
| All | +136.8% | +98.6% | +38.2% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling