+23.5%
APD vs NTR
+21.2%
+2.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.8% | -0.3% | +4.2% | +3.9% |
| 30D | +8.2% | +2.0% | +6.2% | +7.7% |
| 3M | +4.3% | +6.4% | -2.1% | +2.8% |
| 6M | +4.7% | +1.6% | +3.1% | +3.5% |
| YTD | +31.5% | +18.2% | +13.3% | +25.3% |
| 1Y | +23.5% | +23.9% | -0.4% | +13.1% |
| All | +23.5% | +21.2% | +2.4% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling