+355.9%
APH vs NOC
+53.6%
+302.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +5.0% | -5.2% | +10.1% | +5.2% |
| 30D | -3.9% | -7.2% | +3.3% | -3.6% |
| 3M | +13.0% | -5.1% | +18.1% | +13.1% |
| 6M | +25.2% | -31.1% | +56.2% | +28.0% |
| YTD | +22.9% | -8.6% | +31.5% | +22.8% |
| 1Y | +47.8% | -9.7% | +57.6% | +47.7% |
| 3Y | +283.0% | +24.3% | +258.7% | +265.4% |
| All | +355.9% | +53.6% | +302.3% | +309.6% |
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 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