+119,301.1%
APH vs NOC
+10,349.0%
+108,952.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.2% | +4.1% |
| 7D | -5.9% | -5.8% | -0.1% | -4.1% |
| 30D | -14.8% | +10.9% | -25.7% | -17.8% |
| 3M | -12.4% | -7.1% | -5.3% | -11.0% |
| 6M | +8.1% | -5.3% | +13.4% | +8.7% |
| YTD | +10.9% | -6.8% | +17.7% | +11.1% |
| 1Y | +8.8% | -6.7% | +15.5% | +8.8% |
| 3Y | +262.1% | +17.2% | +244.9% | +227.0% |
| 5Y | +283.1% | +56.3% | +226.9% | +203.7% |
| 10Y | +908.1% | +173.7% | +734.4% | +537.4% |
| All | +119,301.1% | +10,349.0% | +108,952.1% | +27,385.1% |
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