+462.3%
NFLX vs APH
+950.8%
-488.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | -2.8% | +0.4% | -3.2% | -3.4% |
| 30D | -8.6% | -8.0% | -0.6% | -6.5% |
| 3M | -13.7% | -5.0% | -8.7% | -13.8% |
| 6M | -24.5% | +29.9% | -54.4% | -36.6% |
| YTD | -31.2% | +18.0% | -49.1% | -42.0% |
| 1Y | -43.2% | +11.3% | -54.5% | -50.9% |
| 3Y | +44.3% | +274.9% | -230.6% | -43.7% |
| 5Y | -1.9% | +300.6% | -302.4% | -63.5% |
| 10Y | +462.3% | +944.2% | -481.9% | +14.8% |
| All | +462.3% | +950.8% | -488.5% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 10y: compounded portfolio wealth divided by compounded APH 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…
10y analysis · Full analysis span regression · 6 months rolling