+1,831.1%
APD vs NVS
+1,269.4%
+561.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.1% |
| 7D | -2.2% | +4.0% | -6.2% | -4.0% |
| 30D | +2.1% | +3.6% | -1.5% | +0.3% |
| 3M | +7.2% | +7.8% | -0.6% | +3.1% |
| 6M | +11.2% | -0.2% | +11.4% | +10.4% |
| YTD | +24.4% | +19.6% | +4.8% | +13.5% |
| 1Y | +6.7% | +28.4% | -21.7% | -5.9% |
| 3Y | +9.2% | +76.2% | -66.9% | -17.7% |
| 5Y | +27.4% | +111.1% | -83.7% | -12.5% |
| 10Y | +164.8% | +224.3% | -59.4% | +49.4% |
| All | +1,831.1% | +1,269.4% | +561.7% | +540.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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