+285.2%
APH vs NTAP
+124.7%
+160.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.7% |
| 7D | +4.9% | +7.2% | -2.3% | +2.0% |
| 30D | -5.4% | -18.4% | +13.0% | +2.4% |
| 3M | -5.5% | -11.3% | +5.9% | -1.3% |
| 6M | +25.9% | +53.8% | -27.8% | +2.2% |
| YTD | +16.4% | +72.0% | -55.6% | -11.5% |
| 1Y | +16.5% | +68.0% | -51.5% | -10.4% |
| 3Y | +270.9% | +149.5% | +121.4% | +127.6% |
| All | +285.2% | +124.7% | +160.5% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling