+333.6%
APH vs NVTS
-17.0%
+350.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.3% |
| 7D | +1.6% | +3.5% | -1.9% | +1.4% |
| 30D | -3.0% | -11.9% | +8.9% | -2.2% |
| 3M | +5.7% | -49.2% | +55.0% | +10.1% |
| 6M | +20.0% | +38.4% | -18.4% | +14.5% |
| YTD | +20.8% | +62.5% | -41.7% | +13.3% |
| 1Y | +40.2% | +101.4% | -61.1% | +28.1% |
| 3Y | +288.1% | +40.4% | +247.7% | +249.7% |
| All | +333.6% | -17.0% | +350.6% | +265.8% |
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