+167.3%
APD vs NTRS
+259.9%
-92.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.2% |
| 7D | -3.3% | +1.4% | -4.6% | -3.8% |
| 30D | -4.2% | -0.7% | -3.5% | -4.0% |
| 3M | +5.4% | +11.3% | -5.9% | +0.9% |
| 6M | +6.3% | +35.5% | -29.3% | -6.3% |
| YTD | +20.3% | +40.6% | -20.3% | +4.1% |
| 1Y | +1.6% | +49.2% | -47.6% | -14.4% |
| 3Y | +4.0% | +167.2% | -163.2% | -32.3% |
| 5Y | +23.3% | +94.9% | -71.6% | -11.4% |
| All | +167.3% | +259.9% | -92.7% | +50.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling