+1,082.3%
APH vs NTRS
+259.9%
+822.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.1% |
| 7D | +1.4% | +1.4% | 0.0% | +0.7% |
| 30D | -1.2% | -0.7% | -0.6% | -0.9% |
| 3M | +10.3% | +11.3% | -1.1% | +4.6% |
| 6M | +25.2% | +35.5% | -10.3% | +8.0% |
| YTD | +24.6% | +40.6% | -16.0% | +5.3% |
| 1Y | +41.4% | +49.2% | -7.8% | +15.9% |
| 3Y | +297.8% | +167.2% | +130.6% | +144.5% |
| 5Y | +366.0% | +94.9% | +271.1% | +222.4% |
| All | +1,082.3% | +259.9% | +822.4% | +531.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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