+1,181.9%
NOK vs APH
+67,867.2%
-66,685.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +0.7% |
| 7D | -10.5% | -5.9% | -4.6% | -7.8% |
| 30D | -27.9% | -14.8% | -13.1% | -21.5% |
| 3M | -18.8% | -12.4% | -6.3% | -12.6% |
| 6M | -41.9% | +8.1% | -50.0% | -43.9% |
| YTD | +18.4% | +10.9% | +7.4% | +9.9% |
| 1Y | +10.9% | +8.8% | +2.1% | +3.4% |
| 3Y | +137.9% | +262.1% | -124.2% | +16.1% |
| 5Y | +47.8% | +283.1% | -235.3% | -30.0% |
| 10Y | +116.4% | +908.1% | -791.7% | -37.8% |
| All | +1,181.9% | +67,867.2% | -66,685.3% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling