+129.8%
NOK vs APH
+1,046.4%
-916.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | +9.3% | +1.6% | +7.7% | +8.5% |
| 30D | +17.9% | -3.0% | +20.8% | +19.4% |
| 3M | -22.3% | +5.7% | -28.1% | -24.0% |
| 6M | +36.4% | +20.0% | +16.4% | +24.5% |
| YTD | +66.3% | +20.8% | +45.5% | +47.2% |
| 1Y | +134.4% | +40.2% | +94.2% | +91.1% |
| 3Y | +186.6% | +288.1% | -101.5% | +21.8% |
| 5Y | +102.7% | +352.5% | -249.8% | -22.7% |
| 10Y | +129.8% | +1,062.5% | -932.6% | -55.6% |
| All | +129.8% | +1,046.4% | -916.6% | -55.6% |
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