+298.2%
APH vs NVTS
-38.4%
+336.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.5% | -5.4% | +3.4% |
| 7D | -5.9% | +1.5% | -7.5% | -6.1% |
| 30D | -14.8% | -23.8% | +9.0% | -13.2% |
| 3M | -12.4% | -30.6% | +18.1% | -10.3% |
| 6M | +8.1% | -48.4% | +56.4% | +11.4% |
| YTD | +10.9% | +20.6% | -9.6% | +6.1% |
| 1Y | +8.8% | -2.5% | +11.3% | +5.2% |
| 3Y | +262.1% | +44.0% | +218.1% | +219.1% |
| 5Y | +283.1% | -42.6% | +325.8% | +234.5% |
| All | +298.2% | -38.4% | +336.7% | +242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling