+291.1%
APH vs TNA
+117.6%
+173.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | +5.0% | -0.1% | +5.0% | +4.9% |
| 30D | -3.9% | -4.9% | +1.0% | -2.5% |
| 3M | +13.0% | +0.4% | +12.6% | +12.6% |
| 6M | +25.2% | +32.5% | -7.4% | +14.0% |
| YTD | +22.9% | +53.7% | -30.8% | +7.4% |
| 1Y | +47.8% | +65.1% | -17.3% | +25.4% |
| All | +291.1% | +117.6% | +173.5% | +196.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling