+330.9%
APH vs NVTS
-31.5%
+362.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +11.3% | -3.1% | +7.3% |
| 7D | +1.1% | +20.8% | -19.7% | -0.4% |
| 30D | -7.5% | -11.1% | +3.6% | -6.9% |
| 3M | -4.4% | -31.0% | +26.6% | -2.1% |
| 6M | +26.5% | -47.4% | +73.8% | +30.3% |
| YTD | +20.0% | +34.2% | -14.1% | +13.9% |
| 1Y | +16.9% | +22.2% | -5.3% | +11.4% |
| 3Y | +288.5% | +68.4% | +220.1% | +237.3% |
| 5Y | +310.3% | -39.0% | +349.3% | +256.7% |
| All | +330.9% | -31.5% | +362.4% | +267.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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