+849.3%
APO vs NTAP
+589.7%
+259.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -1.6% |
| 7D | +0.2% | -2.4% | +2.6% | +1.1% |
| 30D | +3.1% | -23.4% | +26.6% | +14.9% |
| 3M | -12.0% | -7.5% | -4.5% | -10.6% |
| 6M | -5.0% | +56.4% | -61.3% | -27.1% |
| YTD | -14.0% | +73.6% | -87.6% | -37.8% |
| 1Y | -5.9% | +68.4% | -74.3% | -31.0% |
| 3Y | +51.6% | +150.6% | -99.0% | -12.1% |
| 5Y | +80.8% | +122.5% | -41.7% | +9.6% |
| All | +849.3% | +589.7% | +259.6% | +260.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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