+451.1%
NFLX vs APH
+959.3%
-508.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.7% |
| 7D | -0.3% | -5.0% | +4.8% | +1.2% |
| 30D | -10.0% | -8.4% | -1.7% | -7.8% |
| 3M | -17.1% | -4.5% | -12.6% | -17.3% |
| 6M | -27.7% | +25.3% | -53.0% | -38.2% |
| YTD | -32.5% | +18.9% | -51.4% | -43.3% |
| 1Y | -43.5% | +11.9% | -55.5% | -51.2% |
| 3Y | +41.4% | +278.0% | -236.5% | -45.0% |
| 5Y | -2.2% | +306.4% | -308.6% | -63.9% |
| All | +451.1% | +959.3% | -508.2% | +12.2% |
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