+930.0%
APH vs TNA
+33.3%
+896.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | +4.9% | +3.7% | +1.2% | +3.8% |
| 30D | -5.4% | +4.4% | -9.8% | -6.7% |
| 3M | -5.5% | -26.7% | +21.2% | +2.9% |
| 6M | +25.9% | -12.8% | +38.7% | +30.2% |
| YTD | +16.4% | +22.7% | -6.3% | +8.4% |
| 1Y | +16.5% | +35.7% | -19.2% | +5.2% |
| 3Y | +270.9% | +134.6% | +136.3% | +163.4% |
| 5Y | +289.5% | -46.0% | +335.5% | +272.9% |
| All | +930.0% | +33.3% | +896.7% | +511.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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