+338.5%
APH vs TLN
+583.6%
-245.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | -0.4% |
| 7D | +5.0% | +7.1% | -2.1% | +2.5% |
| 30D | -3.9% | -3.9% | 0.0% | -2.8% |
| 3M | +13.0% | -16.2% | +29.1% | +18.9% |
| 6M | +25.2% | -5.8% | +31.0% | +25.4% |
| YTD | +22.9% | -15.4% | +38.4% | +26.9% |
| 1Y | +47.8% | -16.7% | +64.5% | +52.5% |
| 3Y | +283.0% | +473.8% | -190.7% | +139.3% |
| All | +338.5% | +583.6% | -245.1% | +168.0% |
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