+381.2%
APA vs NVS
+1,271.6%
-890.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +9.6% | -1.0% | +10.7% | +10.1% |
| 30D | -0.2% | +12.5% | -12.8% | -5.8% |
| 3M | +19.8% | +5.2% | +14.6% | +15.4% |
| 6M | +30.1% | +8.2% | +21.9% | +23.0% |
| YTD | +100.4% | +19.8% | +80.7% | +78.8% |
| 1Y | +105.2% | +24.8% | +80.4% | +79.3% |
| 3Y | +44.6% | +90.0% | -45.4% | +1.2% |
| 5Y | +88.8% | +134.3% | -45.4% | +17.5% |
| 10Y | +6.6% | +250.8% | -244.2% | -43.5% |
| All | +381.2% | +1,271.6% | -890.4% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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