+16.5%
APH vs TLN
+1.6%
+14.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -0.6% |
| 7D | +4.9% | +11.0% | -6.2% | +0.4% |
| 30D | -5.4% | +4.9% | -10.3% | -7.4% |
| 3M | -5.5% | +4.9% | -10.4% | -7.9% |
| 6M | +25.9% | +7.1% | +18.8% | +20.5% |
| YTD | +16.4% | +0.3% | +16.0% | +10.2% |
| 1Y | +16.5% | +5.9% | +10.6% | +7.1% |
| All | +16.5% | +1.6% | +14.9% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling