+158.3%
APA vs NTRS
+93.2%
+65.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | 0.0% |
| 7D | +4.6% | +1.4% | +3.2% | +3.9% |
| 30D | +11.9% | -0.7% | +12.6% | +12.0% |
| 3M | +22.5% | +11.3% | +11.1% | +16.0% |
| 6M | +37.5% | +35.5% | +2.0% | +17.3% |
| YTD | +87.2% | +40.6% | +46.6% | +55.4% |
| 1Y | +101.4% | +49.2% | +52.2% | +61.2% |
| 3Y | +16.9% | +167.2% | -150.3% | -33.2% |
| All | +158.3% | +93.2% | +65.1% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling