+1,062.4%
APH vs TNA
+74.0%
+988.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.7% |
| 7D | +1.6% | -3.6% | +5.2% | +2.7% |
| 30D | -3.0% | -10.1% | +7.1% | -0.2% |
| 3M | +5.7% | +2.7% | +3.0% | +4.7% |
| 6M | +20.0% | +38.4% | -18.4% | +8.6% |
| YTD | +20.8% | +45.4% | -24.6% | +7.6% |
| 1Y | +40.2% | +55.9% | -15.7% | +21.3% |
| 3Y | +288.1% | +109.8% | +178.3% | +183.4% |
| 5Y | +352.5% | -22.5% | +375.0% | +290.8% |
| 10Y | +1,062.4% | +87.5% | +974.9% | +544.4% |
| All | +1,062.4% | +74.0% | +988.4% | +544.4% |
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