+951.3%
APH vs NTAP
+608.6%
+342.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +4.1% | +4.1% | +6.6% |
| 7D | +1.1% | -5.0% | +6.1% | +3.4% |
| 30D | -7.5% | -25.8% | +18.3% | +3.7% |
| 3M | -4.4% | -6.9% | +2.4% | -2.2% |
| 6M | +26.5% | +50.0% | -23.5% | +4.9% |
| YTD | +20.0% | +66.9% | -46.9% | -5.9% |
| 1Y | +16.9% | +58.3% | -41.4% | -6.3% |
| 3Y | +288.5% | +145.1% | +143.4% | +153.8% |
| 5Y | +310.3% | +114.2% | +196.1% | +178.1% |
| 10Y | +951.3% | +576.6% | +374.7% | +382.2% |
| All | +951.3% | +608.6% | +342.7% | +382.2% |
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