+528.8%
APP vs NTAP
+157.4%
+371.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +2.5% |
| 7D | +79.2% | -5.0% | +84.1% | +81.2% |
| 30D | +48.0% | -25.8% | +73.7% | +73.4% |
| 3M | +18.2% | -6.9% | +25.1% | +17.7% |
| 6M | -12.5% | +50.0% | -62.5% | -40.8% |
| YTD | -39.2% | +66.9% | -106.1% | -62.5% |
| 1Y | -33.9% | +58.3% | -92.1% | -57.5% |
| 3Y | +933.3% | +145.1% | +788.1% | +337.6% |
| 5Y | +295.9% | +114.2% | +181.7% | +78.4% |
| All | +528.8% | +157.4% | +371.4% | +179.6% |
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