+280.0%
APH vs TLN
+581.9%
-301.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.2% | -6.1% | -8.2% |
| 7D | -12.7% | -9.4% | -3.4% | -9.6% |
| 30D | -19.2% | -15.2% | -3.9% | -14.3% |
| 3M | -16.7% | -4.1% | -12.6% | -15.7% |
| 6M | +5.1% | -17.8% | +23.0% | +11.0% |
| YTD | +6.6% | -15.6% | +22.2% | +10.0% |
| 1Y | +3.9% | -21.6% | +25.5% | +9.5% |
| 3Y | +246.0% | +497.6% | -251.5% | +114.4% |
| All | +280.0% | +581.9% | -301.8% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling