+109.2%
APH vs NXT
+178.8%
-69.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.0% | -50.8% | -48.2% |
| 7D | -48.7% | -5.7% | -43.0% | -48.5% |
| 30D | -51.9% | -15.3% | -36.6% | -51.0% |
| 3M | -43.6% | -43.8% | +0.2% | -39.3% |
| 6M | -37.5% | -18.7% | -18.9% | -36.4% |
| YTD | -38.6% | -3.0% | -35.6% | -39.1% |
| 1Y | -26.3% | +22.7% | -49.1% | -29.2% |
| 3Y | +89.2% | +95.9% | -6.7% | +66.4% |
| All | +109.2% | +178.8% | -69.6% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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