+1,055.5%
APH vs NTAP
+570.4%
+485.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +5.0% | -0.8% | +5.7% | +5.3% |
| 30D | -3.9% | -0.5% | -3.3% | -3.9% |
| 3M | +13.0% | +4.1% | +8.9% | +10.5% |
| 6M | +25.2% | +88.0% | -62.8% | -5.5% |
| YTD | +22.9% | +75.6% | -52.6% | -5.2% |
| 1Y | +47.8% | +58.9% | -11.1% | +18.6% |
| 3Y | +283.0% | +153.6% | +129.4% | +147.8% |
| 5Y | +349.7% | +127.6% | +222.0% | +198.5% |
| All | +1,055.5% | +570.4% | +485.1% | +414.7% |
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