+132,206.2%
APH vs NTRS
+4,694.3%
+127,511.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +5.0% | +0.4% | +4.6% | +4.8% |
| 30D | -3.9% | +1.7% | -5.6% | -4.5% |
| 3M | +13.0% | +8.9% | +4.1% | +9.1% |
| 6M | +25.2% | +30.6% | -5.4% | +12.2% |
| YTD | +22.9% | +38.7% | -15.8% | +7.4% |
| 1Y | +47.8% | +48.1% | -0.3% | +25.6% |
| 3Y | +283.0% | +165.5% | +117.5% | +156.3% |
| 5Y | +349.7% | +85.6% | +264.1% | +238.1% |
| 10Y | +1,061.2% | +246.1% | +815.2% | +563.0% |
| All | +132,206.2% | +4,694.3% | +127,511.9% | +33,429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling