+294.9%
APH vs NVDL
+1,259.0%
-964.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.2% | -1.0% |
| 7D | +4.9% | -24.8% | +29.7% | +10.2% |
| 30D | -5.4% | -48.0% | +42.7% | +6.6% |
| 3M | -5.5% | -51.5% | +46.1% | +7.4% |
| 6M | +25.9% | -54.9% | +80.8% | +43.2% |
| YTD | +16.4% | -39.2% | +55.6% | +23.5% |
| 1Y | +16.5% | -41.1% | +57.6% | +24.1% |
| 3Y | +270.9% | +262.9% | +7.9% | +188.4% |
| All | +294.9% | +1,259.0% | -964.1% | +154.1% |
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