+282.2%
APH vs NOC
+56.0%
+226.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.1% |
| 7D | -5.9% | -5.8% | -0.1% | -5.8% |
| 30D | -14.8% | +10.9% | -25.7% | -15.1% |
| 3M | -12.4% | -7.1% | -5.3% | -12.1% |
| 6M | +8.1% | -5.3% | +13.4% | +8.4% |
| YTD | +10.9% | -6.8% | +17.7% | +10.7% |
| 1Y | +8.8% | -6.7% | +15.5% | +8.5% |
| 3Y | +262.1% | +17.2% | +244.9% | +250.6% |
| All | +282.2% | +56.0% | +226.2% | +241.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling