+23.8%
APA vs NTR
+103.6%
-79.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +0.6% |
| 7D | -1.7% | +3.8% | -5.5% | -4.8% |
| 30D | +15.7% | +25.2% | -9.5% | -4.1% |
| 3M | +16.5% | +21.0% | -4.6% | -1.3% |
| 6M | +35.1% | +7.6% | +27.5% | +25.4% |
| YTD | +82.2% | +32.9% | +49.4% | +41.3% |
| 1Y | +102.5% | +43.1% | +59.4% | +45.6% |
| 3Y | +10.3% | +41.6% | -31.3% | -23.3% |
| 5Y | +166.1% | +54.8% | +111.4% | +40.4% |
| All | +23.8% | +103.6% | -79.8% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling