+6,408.5%
APH vs TNA
+749.6%
+5,659.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.3% |
| 7D | -5.9% | -7.0% | +1.1% | -4.0% |
| 30D | -14.8% | -6.4% | -8.4% | -13.3% |
| 3M | -12.4% | -25.7% | +13.2% | -4.8% |
| 6M | +8.1% | -19.7% | +27.8% | +14.4% |
| YTD | +10.9% | +18.3% | -7.3% | +4.1% |
| 1Y | +8.8% | +24.6% | -15.8% | +0.2% |
| 3Y | +262.1% | +112.8% | +149.2% | +159.1% |
| 5Y | +283.1% | -49.5% | +332.7% | +272.7% |
| 10Y | +908.1% | +76.4% | +831.7% | +404.4% |
| All | +6,408.5% | +749.6% | +5,659.0% | +1,052.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling