+22.3%
APH vs TEM
+61.6%
-39.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.5% | -50.3% | -48.1% |
| 7D | -48.7% | -8.6% | -40.1% | -48.3% |
| 30D | -51.9% | +38.4% | -90.3% | -54.5% |
| 3M | -43.6% | +23.7% | -67.2% | -45.9% |
| 6M | -37.5% | +26.0% | -63.5% | -40.7% |
| YTD | -38.6% | +9.4% | -48.1% | -40.8% |
| 1Y | -26.3% | -17.3% | -9.1% | -26.8% |
| All | +22.3% | +61.6% | -39.2% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling