+646.2%
APH vs NET
+1,449.6%
-803.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +1.2% |
| 7D | +5.0% | -7.0% | +11.9% | +6.1% |
| 30D | -3.9% | -4.8% | +0.9% | -3.4% |
| 3M | +13.0% | +3.8% | +9.1% | +11.7% |
| 6M | +25.2% | +50.0% | -24.9% | +14.8% |
| YTD | +22.9% | +41.5% | -18.5% | +13.5% |
| 1Y | +47.8% | +32.8% | +15.0% | +37.6% |
| 3Y | +283.0% | +335.9% | -52.9% | +192.8% |
| 5Y | +349.7% | +113.8% | +235.8% | +243.4% |
| All | +646.2% | +1,449.6% | -803.4% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded NET 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling