+7,999.2%
NVDA vs APH
+944.7%
+7,054.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.7% |
| 7D | -8.5% | +11.1% | -19.6% | -17.7% |
| 30D | -27.3% | -7.3% | -20.0% | -23.3% |
| 3M | -25.8% | -6.2% | -19.6% | -23.5% |
| 6M | -24.6% | +24.9% | -49.5% | -43.1% |
| YTD | -10.7% | +18.4% | -29.1% | -35.2% |
| 1Y | -14.0% | +13.0% | -27.0% | -34.8% |
| 3Y | +244.9% | +276.4% | -31.5% | -34.8% |
| 5Y | +449.3% | +296.4% | +152.8% | +2.2% |
| All | +7,999.2% | +944.7% | +7,054.5% | +411.6% |
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