+16.9%
APA vs NTR
+36.8%
-19.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +4.6% | -1.3% | +5.9% | +5.4% |
| 30D | +11.9% | +16.8% | -4.9% | +2.2% |
| 3M | +22.5% | +20.7% | +1.7% | +9.4% |
| 6M | +37.5% | +0.5% | +37.0% | +36.1% |
| YTD | +87.2% | +29.2% | +58.0% | +61.0% |
| 1Y | +101.4% | +39.6% | +61.8% | +65.0% |
| 3Y | +16.9% | +37.9% | -21.0% | -6.1% |
| All | +16.9% | +36.8% | -19.9% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 3y: compounded portfolio wealth divided by compounded NTR 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…
3y analysis · Full analysis span regression · 6 months rolling