+37.5%
APH vs NTR
+45.2%
-7.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +1.6% | +0.5% | +1.1% | +1.7% |
| 30D | -3.0% | +21.7% | -24.7% | -1.6% |
| 3M | +5.7% | +22.8% | -17.0% | +7.3% |
| 6M | +20.0% | +8.2% | +11.8% | +20.8% |
| YTD | +20.8% | +32.9% | -12.1% | +20.3% |
| All | +37.5% | +45.2% | -7.6% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling