+285.2%
APH vs NVTS
-54.3%
+339.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.6% | -1.3% |
| 7D | +4.9% | +3.9% | +0.9% | +4.5% |
| 30D | -5.4% | -4.3% | -1.1% | -5.2% |
| 3M | -5.5% | -34.5% | +29.0% | -2.8% |
| 6M | +25.9% | -57.7% | +83.6% | +32.1% |
| YTD | +16.4% | +25.4% | -9.0% | +10.9% |
| 1Y | +16.5% | +13.1% | +3.3% | +11.7% |
| 3Y | +270.9% | +48.9% | +221.9% | +226.6% |
| All | +285.2% | -54.3% | +339.5% | +232.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling