+323.4%
APH vs NVTS
-28.0%
+351.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.4% | -8.2% | -1.4% |
| 7D | +0.4% | +7.9% | -7.6% | -0.2% |
| 30D | -8.0% | +0.8% | -8.8% | -8.2% |
| 3M | -5.0% | -26.0% | +21.0% | -3.2% |
| 6M | +29.9% | -55.5% | +85.5% | +35.5% |
| YTD | +18.0% | +41.0% | -23.1% | +11.5% |
| 1Y | +11.3% | +10.4% | +0.9% | +6.8% |
| 3Y | +274.9% | +60.9% | +214.1% | +228.7% |
| 5Y | +300.6% | -42.8% | +343.4% | +250.4% |
| All | +323.4% | -28.0% | +351.4% | +260.0% |
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