+883.4%
APH vs NTAP
+591.8%
+291.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.2% |
| 7D | -5.9% | -15.1% | +9.1% | +0.3% |
| 30D | -14.8% | -28.1% | +13.3% | -3.3% |
| 3M | -12.4% | -11.4% | -1.0% | -8.6% |
| 6M | +8.1% | +52.2% | -44.2% | -11.2% |
| YTD | +10.9% | +60.4% | -49.5% | -11.7% |
| 1Y | +8.8% | +51.0% | -42.2% | -11.2% |
| 3Y | +262.1% | +135.6% | +126.5% | +140.1% |
| 5Y | +283.1% | +107.5% | +175.6% | +162.8% |
| All | +883.4% | +591.8% | +291.6% | +354.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling