+352.8%
APH vs TNA
-21.0%
+373.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +0.2% | +4.1% | -3.9% | -1.0% |
| 30D | -3.3% | -7.6% | +4.3% | -1.2% |
| 3M | +14.0% | +8.1% | +6.0% | +11.3% |
| 6M | +24.4% | +49.0% | -24.6% | +10.1% |
| YTD | +21.4% | +51.7% | -30.3% | +6.7% |
| 1Y | +48.9% | +59.6% | -10.7% | +27.7% |
| 3Y | +290.1% | +118.9% | +171.2% | +181.1% |
| 5Y | +352.8% | -19.2% | +372.0% | +278.9% |
| All | +352.8% | -21.0% | +373.8% | +278.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling