+125,128.0%
APH vs NYT
+1,062.3%
+124,065.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.3% |
| 7D | +4.9% | +6.5% | -1.6% | +3.1% |
| 30D | -5.4% | +8.4% | -13.8% | -7.5% |
| 3M | -5.5% | +13.9% | -19.4% | -9.3% |
| 6M | +25.9% | -4.8% | +30.7% | +25.7% |
| YTD | +16.4% | +6.2% | +10.2% | +12.5% |
| 1Y | +16.5% | +14.3% | +2.2% | +10.2% |
| 3Y | +270.9% | +73.6% | +197.3% | +208.3% |
| 5Y | +289.5% | +60.6% | +228.9% | +224.3% |
| 10Y | +930.0% | +550.8% | +379.2% | +456.3% |
| All | +125,128.0% | +1,062.3% | +124,065.7% | +55,524.1% |
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