+689.2%
NFLX vs APH
+1,054.4%
-365.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.7% |
| 7D | -4.2% | +5.0% | -9.2% | -6.4% |
| 30D | +5.5% | -3.9% | +9.3% | +6.7% |
| 3M | -4.1% | +13.0% | -17.0% | -11.5% |
| 6M | -20.7% | +25.2% | -45.8% | -31.6% |
| YTD | -16.5% | +22.9% | -39.5% | -29.8% |
| 1Y | -37.8% | +47.8% | -85.6% | -53.8% |
| 3Y | +77.9% | +283.0% | -205.1% | -30.1% |
| 5Y | +32.5% | +349.7% | -317.1% | -52.9% |
| All | +689.2% | +1,054.4% | -365.2% | +46.9% |
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