+177.2%
APA vs NTR
+45.0%
+132.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.8% |
| 7D | +0.8% | -2.5% | +3.3% | +2.3% |
| 30D | +9.6% | +17.0% | -7.4% | -0.5% |
| 3M | +18.0% | +22.2% | -4.2% | +4.0% |
| 6M | +41.9% | +5.2% | +36.7% | +36.7% |
| YTD | +86.3% | +29.7% | +56.7% | +58.0% |
| 1Y | +97.9% | +39.4% | +58.5% | +59.5% |
| 3Y | +12.8% | +38.2% | -25.4% | -10.3% |
| 5Y | +177.2% | +47.6% | +129.6% | +54.1% |
| All | +177.2% | +45.0% | +132.2% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling