+718.3%
APH vs NVT
+488.5%
+229.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +4.9% | +8.0% | -3.1% | +1.0% |
| 30D | -5.4% | -24.8% | +19.4% | +8.0% |
| 3M | -5.5% | -32.4% | +27.0% | +13.2% |
| 6M | +25.9% | -33.5% | +59.4% | +51.0% |
| YTD | +16.4% | +13.2% | +3.2% | +5.6% |
| 1Y | +16.5% | +9.0% | +7.5% | +7.7% |
| 3Y | +270.9% | +129.4% | +141.5% | +129.9% |
| 5Y | +289.5% | +230.1% | +59.4% | +98.5% |
| All | +718.3% | +488.5% | +229.8% | +210.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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