+22.6%
APD vs NTRS
+93.2%
-70.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.1% |
| 7D | -3.3% | +1.4% | -4.6% | -3.7% |
| 30D | -4.2% | -0.7% | -3.5% | -4.0% |
| 3M | +5.4% | +11.3% | -5.9% | +1.7% |
| 6M | +6.3% | +35.5% | -29.3% | -4.1% |
| YTD | +20.3% | +40.6% | -20.3% | +6.8% |
| 1Y | +1.6% | +49.2% | -47.6% | -11.8% |
| 3Y | +4.0% | +167.2% | -163.2% | -27.2% |
| All | +22.6% | +93.2% | -70.6% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling