+277.4%
APH vs NOC
+24.4%
+253.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +11.1% | +4.5% | +6.6% | +11.5% |
| 30D | -7.3% | +14.1% | -21.4% | -6.3% |
| 3M | -6.2% | -4.5% | -1.7% | -6.1% |
| 6M | +24.9% | -0.8% | +25.7% | +25.5% |
| YTD | +18.4% | -2.5% | +20.9% | +18.4% |
| 1Y | +13.0% | -0.1% | +13.1% | +13.1% |
| All | +277.4% | +24.4% | +253.0% | +272.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling