+61,451.9%
APH vs NOC
+10,149.4%
+51,302.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.6% | -43.2% | -46.3% |
| 7D | -48.7% | -5.1% | -43.6% | -47.1% |
| 30D | -51.9% | -7.2% | -44.7% | -50.2% |
| 3M | -43.6% | -5.1% | -38.4% | -42.2% |
| 6M | -37.5% | -31.1% | -6.5% | -29.3% |
| YTD | -38.6% | -8.6% | -30.1% | -37.0% |
| 1Y | -26.3% | -9.7% | -16.6% | -24.3% |
| 3Y | +89.2% | +24.3% | +64.9% | +69.6% |
| 5Y | +119.8% | +52.6% | +67.2% | +78.5% |
| 10Y | +454.3% | +183.6% | +270.7% | +252.1% |
| All | +61,451.9% | +10,149.4% | +51,302.5% | +14,421.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling