+686.7%
APH vs NTR
+81.1%
+605.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +11.1% | -1.4% | +12.5% | +11.6% |
| 30D | -7.3% | +2.2% | -9.5% | -8.1% |
| 3M | -6.2% | +6.8% | -13.0% | -8.4% |
| 6M | +24.9% | +0.6% | +24.3% | +23.6% |
| YTD | +18.4% | +18.2% | +0.2% | +9.8% |
| 1Y | +13.0% | +21.3% | -8.3% | +3.6% |
| 3Y | +276.4% | +46.6% | +229.8% | +216.0% |
| 5Y | +296.4% | +21.3% | +275.1% | +224.4% |
| All | +686.7% | +81.1% | +605.7% | +379.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling