+409.0%
NFLX vs APH
+894.6%
-485.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -4.9% |
| 7D | +2.1% | -5.9% | +8.1% | +4.1% |
| 30D | -9.0% | -14.8% | +5.8% | -3.9% |
| 3M | -14.0% | -12.4% | -1.5% | -11.0% |
| 6M | -28.2% | +8.1% | -36.2% | -34.3% |
| YTD | -32.4% | +10.9% | -43.3% | -41.5% |
| 1Y | -42.2% | +8.8% | -51.0% | -49.8% |
| 3Y | +45.9% | +262.1% | -216.2% | -42.7% |
| 5Y | -1.8% | +283.1% | -284.9% | -62.9% |
| All | +409.0% | +894.6% | -485.6% | +2.7% |
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