+133.9%
NOK vs APH
+944.7%
-810.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | +11.0% | +11.1% | -0.1% | +5.2% |
| 30D | -16.0% | -7.3% | -8.7% | -12.4% |
| 3M | -19.8% | -6.2% | -13.6% | -16.6% |
| 6M | -37.1% | +24.9% | -62.0% | -42.5% |
| YTD | +28.0% | +18.4% | +9.5% | +15.5% |
| 1Y | +17.9% | +13.0% | +5.0% | +8.6% |
| 3Y | +152.7% | +276.4% | -123.7% | +10.3% |
| 5Y | +62.3% | +296.4% | -234.1% | -32.3% |
| All | +133.9% | +944.7% | -810.8% | -51.7% |
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