+916.7%
APO vs NTAP
+650.8%
+265.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.7% | -3.0% |
| 7D | -3.5% | +7.4% | -10.9% | -6.8% |
| 30D | -6.6% | -1.4% | -5.2% | -6.3% |
| 3M | -3.3% | +24.6% | -27.8% | -13.3% |
| 6M | +22.6% | +105.9% | -83.3% | -16.4% |
| YTD | -9.8% | +88.5% | -98.3% | -36.0% |
| 1Y | -3.9% | +62.1% | -66.0% | -26.8% |
| 3Y | +52.5% | +169.1% | -116.6% | -12.7% |
| 5Y | +134.0% | +141.9% | -7.9% | +39.2% |
| All | +916.7% | +650.8% | +265.9% | +275.6% |
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