+17.2%
APA vs NVD
-99.1%
+116.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.5% | -5.2% | -0.5% |
| 7D | +0.8% | +9.0% | -8.2% | +1.2% |
| 30D | +9.6% | -5.5% | +15.1% | +9.5% |
| 3M | +18.0% | -24.6% | +42.6% | +16.8% |
| 6M | +41.9% | -42.1% | +83.9% | +38.5% |
| YTD | +86.3% | -44.3% | +130.7% | +81.8% |
| 1Y | +97.9% | -54.2% | +152.0% | +90.8% |
| 3Y | +12.8% | -99.1% | +111.9% | +10.4% |
| All | +17.2% | -99.1% | +116.3% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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