-55.4%
APP vs NTAP
+66.6%
-122.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.6% | +12.3% | +11.1% |
| 7D | +4.5% | -16.1% | +20.6% | +9.5% |
| 30D | -3.6% | -15.9% | +12.3% | +0.8% |
| 3M | -35.3% | -1.2% | -34.0% | -35.7% |
| 6M | -42.8% | +70.1% | -112.8% | -55.3% |
| YTD | -59.7% | +77.9% | -137.6% | -68.2% |
| 1Y | -55.4% | +68.1% | -123.5% | -63.0% |
| All | -55.4% | +66.6% | -122.0% | -63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling