+322.9%
APH vs NVDL
+2,476.2%
-2,153.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +1.4% | -10.3% | +11.7% | +3.4% |
| 30D | -1.2% | -7.1% | +5.9% | -0.3% |
| 3M | +10.3% | +6.6% | +3.7% | +7.7% |
| 6M | +25.2% | +21.1% | +4.1% | +18.0% |
| YTD | +24.6% | +15.2% | +9.4% | +17.8% |
| 1Y | +41.4% | +18.8% | +22.7% | +31.9% |
| 3Y | +297.8% | +649.9% | -352.1% | +172.4% |
| All | +322.9% | +2,476.2% | -2,153.2% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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