+328.2%
APH vs TLN
+683.0%
-354.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.2% | +1.0% | +5.6% |
| 7D | +1.1% | +9.1% | -8.0% | -1.8% |
| 30D | -7.5% | -4.1% | -3.4% | -6.1% |
| 3M | -4.4% | +4.4% | -8.9% | -6.2% |
| 6M | +26.5% | -6.0% | +32.5% | +27.4% |
| YTD | +20.0% | -3.1% | +23.2% | +18.0% |
| 1Y | +16.9% | -6.1% | +22.9% | +15.8% |
| 3Y | +288.5% | +575.3% | -286.8% | +129.7% |
| All | +328.2% | +683.0% | -354.9% | +149.3% |
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