+680.2%
APH vs NVT
+445.0%
+235.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.0% | -3.9% | +0.2% |
| 7D | -5.9% | -15.7% | +9.7% | +2.0% |
| 30D | -14.8% | -36.6% | +21.8% | +5.7% |
| 3M | -12.4% | -34.8% | +22.4% | +6.8% |
| 6M | +8.1% | -38.2% | +46.3% | +34.2% |
| YTD | +10.9% | +4.8% | +6.1% | +4.6% |
| 1Y | +8.8% | -2.8% | +11.6% | +6.4% |
| 3Y | +262.1% | +119.5% | +142.5% | +129.5% |
| 5Y | +283.1% | +204.7% | +78.4% | +103.0% |
| All | +680.2% | +445.0% | +235.2% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling