+88.8%
APA vs NTRS
+46.5%
+42.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.3% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +23.4% | +1.2% | +22.2% | +23.7% |
| 3M | +12.7% | +8.3% | +4.4% | +14.0% |
| 6M | +39.4% | +30.0% | +9.4% | +45.2% |
| YTD | +79.0% | +38.0% | +40.9% | +86.6% |
| 1Y | +88.8% | +47.4% | +41.4% | +99.7% |
| All | +88.8% | +46.5% | +42.3% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling