+351.7%
APH vs NYT
+39.3%
+312.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | 0.0% |
| 7D | +1.6% | -1.6% | +3.2% | +2.1% |
| 30D | -3.0% | +2.8% | -5.8% | -3.7% |
| 3M | +5.7% | -9.2% | +15.0% | +7.6% |
| 6M | +20.0% | -17.1% | +37.1% | +25.2% |
| YTD | +20.8% | -3.2% | +24.0% | +19.9% |
| 1Y | +40.2% | +15.7% | +24.5% | +31.0% |
| 3Y | +288.1% | +55.7% | +232.4% | +221.9% |
| All | +351.7% | +39.3% | +312.3% | +258.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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