+1,578.5%
NOK vs APH
+75,213.2%
-73,634.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.2% |
| 7D | -1.8% | +5.0% | -6.7% | -4.1% |
| 30D | +4.7% | -3.9% | +8.6% | +6.6% |
| 3M | -39.7% | +13.0% | -52.6% | -43.0% |
| 6M | +23.1% | +25.2% | -2.1% | +9.3% |
| YTD | +55.0% | +22.9% | +32.1% | +35.6% |
| 1Y | +118.0% | +47.8% | +70.2% | +73.1% |
| 3Y | +170.5% | +283.0% | -112.5% | +27.3% |
| 5Y | +84.9% | +349.7% | -264.8% | -20.0% |
| 10Y | +112.0% | +1,061.2% | -949.2% | -43.6% |
| All | +1,578.5% | +75,213.2% | -73,634.7% | +2.4% |
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