+952.6%
APH vs TNA
+51.3%
+901.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.4% |
| 7D | -5.0% | -0.5% | -4.6% | -4.9% |
| 30D | -8.4% | -0.7% | -7.6% | -8.3% |
| 3M | -4.5% | -21.5% | +17.0% | +2.0% |
| 6M | +25.3% | -11.2% | +36.5% | +28.9% |
| YTD | +18.9% | +27.0% | -8.1% | +9.8% |
| 1Y | +11.9% | +28.0% | -16.1% | +2.8% |
| 3Y | +278.0% | +142.9% | +135.0% | +166.0% |
| 5Y | +306.4% | -42.6% | +349.0% | +282.7% |
| All | +952.6% | +51.3% | +901.4% | +517.3% |
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