+116.6%
APD vs NTR
+97.9%
+18.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -3.3% | -1.3% | -2.0% | -2.9% |
| 30D | -4.2% | +16.8% | -20.9% | -8.4% |
| 3M | +5.4% | +20.7% | -15.3% | -0.4% |
| 6M | +6.3% | +0.5% | +5.7% | +5.3% |
| YTD | +20.3% | +29.2% | -8.9% | +10.4% |
| 1Y | +1.6% | +39.6% | -38.0% | -9.1% |
| 3Y | +4.0% | +37.9% | -33.9% | -8.2% |
| 5Y | +23.3% | +47.1% | -23.7% | -2.8% |
| All | +116.6% | +97.9% | +18.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling