-26.3%
APH vs NOC
-10.0%
-16.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.6% | -43.2% | -46.8% |
| 7D | -48.7% | -5.1% | -43.6% | -47.8% |
| 30D | -51.9% | -7.2% | -44.7% | -51.2% |
| 3M | -43.6% | -5.1% | -38.4% | -42.4% |
| 6M | -37.5% | -31.1% | -6.5% | -37.2% |
| YTD | -38.6% | -8.6% | -30.1% | -38.8% |
| 1Y | -26.3% | -9.7% | -16.6% | -24.6% |
| All | -26.3% | -10.0% | -16.3% | -24.6% |
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