+132,206.2%
APH vs NYT
+970.1%
+131,236.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | +5.0% | -1.3% | +6.2% | +5.3% |
| 30D | -3.9% | +2.7% | -6.6% | -4.6% |
| 3M | +13.0% | -10.3% | +23.3% | +15.3% |
| 6M | +25.2% | -16.6% | +41.7% | +30.1% |
| YTD | +22.9% | -2.3% | +25.2% | +22.2% |
| 1Y | +47.8% | +15.0% | +32.8% | +40.0% |
| 3Y | +283.0% | +57.1% | +225.9% | +228.6% |
| 5Y | +349.7% | +37.2% | +312.5% | +292.1% |
| 10Y | +1,061.2% | +464.3% | +596.9% | +555.0% |
| All | +132,206.2% | +970.1% | +131,236.1% | +60,332.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling