+5,806.6%
APD vs NTRS
+7,612.4%
-1,805.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -4.6% | +0.9% | -5.5% | -4.9% |
| 30D | -4.2% | -1.2% | -3.0% | -3.8% |
| 3M | +5.0% | +8.8% | -3.8% | +1.5% |
| 6M | +8.9% | +34.7% | -25.7% | -3.1% |
| YTD | +21.9% | +37.2% | -15.3% | +7.3% |
| 1Y | +5.6% | +46.3% | -40.8% | -9.4% |
| 3Y | +6.9% | +163.2% | -156.3% | -27.7% |
| 5Y | +25.3% | +86.9% | -61.6% | -6.4% |
| 10Y | +169.1% | +250.9% | -81.9% | +52.1% |
| All | +5,806.6% | +7,612.4% | -1,805.8% | +1,203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling