+90.5%
APH vs TLN
+476.4%
-385.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +7.2% | -55.0% | -49.9% |
| 7D | -48.7% | +4.1% | -52.8% | -50.3% |
| 30D | -51.9% | -3.9% | -48.0% | -52.2% |
| 3M | -43.6% | -16.2% | -27.4% | -41.6% |
| 6M | -37.5% | -5.8% | -31.7% | -38.5% |
| YTD | -38.6% | -15.4% | -23.2% | -37.8% |
| 1Y | -26.3% | -16.7% | -9.7% | -25.3% |
| All | +90.5% | +476.4% | -385.9% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling