+894.7%
APA vs NTRS
+7,612.4%
-6,717.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | +0.3% | +0.9% | -0.5% | -0.1% |
| 30D | +9.3% | -1.2% | +10.5% | +9.7% |
| 3M | +23.3% | +8.8% | +14.6% | +18.3% |
| 6M | +39.5% | +34.7% | +4.8% | +21.2% |
| YTD | +87.6% | +37.2% | +50.4% | +60.7% |
| 1Y | +114.2% | +46.3% | +67.9% | +77.7% |
| 3Y | +13.6% | +163.2% | -149.7% | -27.8% |
| 5Y | +175.6% | +86.9% | +88.7% | +100.1% |
| 10Y | -2.6% | +250.9% | -253.6% | -39.9% |
| All | +894.7% | +7,612.4% | -6,717.8% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling