+808.8%
NOW vs APH
+454.1%
+354.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -47.8% | +43.2% | +16.5% |
| 7D | +2.0% | -48.7% | +50.7% | +25.6% |
| 30D | +20.5% | -51.9% | +72.4% | +52.7% |
| 3M | +18.3% | -43.6% | +61.9% | +33.2% |
| 6M | +24.1% | -37.5% | +61.6% | +27.3% |
| YTD | -7.8% | -38.6% | +30.9% | -9.0% |
| 1Y | -21.4% | -26.3% | +4.9% | -34.0% |
| 3Y | +19.5% | +89.2% | -69.7% | -55.1% |
| 5Y | +4.1% | +119.8% | -115.7% | -65.0% |
| All | +808.8% | +454.1% | +354.7% | +28.9% |
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