+320.7%
APH vs TLN
+716.6%
-395.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -2.5% |
| 7D | +0.4% | +15.9% | -15.5% | -4.7% |
| 30D | -8.0% | -0.3% | -7.7% | -7.9% |
| 3M | -5.0% | +5.8% | -10.8% | -7.3% |
| 6M | +29.9% | -1.2% | +31.1% | +28.6% |
| YTD | +18.0% | +1.0% | +16.9% | +14.2% |
| 1Y | +11.3% | +1.1% | +10.2% | +7.6% |
| 3Y | +274.9% | +591.7% | -316.8% | +118.7% |
| All | +320.7% | +716.6% | -395.9% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling