+326.9%
APH vs NVTS
-32.9%
+359.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | -0.8% |
| 7D | -5.0% | +9.6% | -14.6% | -5.7% |
| 30D | -8.4% | -13.0% | +4.6% | -7.6% |
| 3M | -4.5% | -28.8% | +24.3% | -2.4% |
| 6M | +25.3% | -48.5% | +73.7% | +29.2% |
| YTD | +18.9% | +31.4% | -12.5% | +13.0% |
| 1Y | +11.9% | -2.3% | +14.2% | +8.3% |
| 3Y | +278.0% | +49.8% | +228.1% | +233.3% |
| 5Y | +306.4% | -43.2% | +349.6% | +255.5% |
| All | +326.9% | -32.9% | +359.8% | +265.0% |
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