+261.2%
APH vs NET
+1,449.6%
-1,188.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -8.6% | -39.2% | -46.3% |
| 7D | -48.7% | -9.5% | -39.2% | -47.1% |
| 30D | -51.9% | -4.8% | -47.1% | -51.0% |
| 3M | -43.6% | +3.8% | -47.4% | -43.4% |
| 6M | -37.5% | +50.0% | -87.6% | -41.9% |
| YTD | -38.6% | +41.5% | -80.1% | -42.5% |
| 1Y | -26.3% | +32.8% | -59.2% | -30.4% |
| 3Y | +89.2% | +335.9% | -246.7% | +46.7% |
| 5Y | +119.8% | +113.8% | +6.0% | +70.3% |
| All | +261.2% | +1,449.6% | -1,188.4% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling