+520.8%
APP vs NTAP
+167.7%
+353.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.7% | +0.1% |
| 7D | +48.9% | -2.4% | +51.4% | +48.5% |
| 30D | +49.4% | -23.4% | +72.9% | +72.2% |
| 3M | +27.0% | -7.5% | +34.5% | +27.7% |
| 6M | -15.4% | +56.4% | -71.8% | -44.1% |
| YTD | -39.9% | +73.6% | -113.6% | -63.8% |
| 1Y | -32.0% | +68.4% | -100.4% | -58.0% |
| 3Y | +824.3% | +150.6% | +673.8% | +288.5% |
| 5Y | +252.4% | +122.5% | +130.0% | +55.4% |
| All | +520.8% | +167.7% | +353.1% | +170.0% |
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 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