+26,536.5%
APH vs NTAP
+23,420.6%
+3,115.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.2% | -48.0% | -47.8% |
| 7D | -48.7% | -2.6% | -46.1% | -48.4% |
| 30D | -51.9% | -0.5% | -51.4% | -51.9% |
| 3M | -43.6% | +4.1% | -47.6% | -44.3% |
| 6M | -37.5% | +88.0% | -125.5% | -46.8% |
| YTD | -38.6% | +75.6% | -114.2% | -47.1% |
| 1Y | -26.3% | +58.9% | -85.2% | -35.0% |
| 3Y | +89.2% | +153.6% | -64.4% | +48.9% |
| 5Y | +119.8% | +127.6% | -7.8% | +76.5% |
| 10Y | +454.3% | +580.4% | -126.1% | +240.2% |
| All | +26,536.5% | +23,420.6% | +3,115.9% | +8,490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling