+16.4%
APH vs NOC
-7.1%
+23.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.5% | -1.6% | -6.8% |
| 7D | -2.4% | -5.0% | +2.6% | -3.2% |
| 30D | -9.5% | +10.3% | -19.8% | -7.9% |
| 3M | -7.6% | -4.3% | -3.3% | -7.5% |
| 6M | +12.4% | -6.5% | +18.9% | +13.0% |
| YTD | +17.5% | -6.7% | +24.3% | +13.8% |
| 1Y | +16.4% | -7.5% | +23.9% | +12.8% |
| All | +16.4% | -7.1% | +23.5% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling