+378.5%
APP vs NTAP
+175.9%
+202.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.9% |
| 7D | +0.1% | +3.3% | -3.2% | -2.1% |
| 30D | -10.0% | -0.2% | -9.8% | -10.6% |
| 3M | -44.6% | +11.4% | -56.0% | -49.3% |
| 6M | -37.9% | +88.7% | -126.5% | -63.3% |
| YTD | -53.7% | +78.9% | -132.6% | -71.5% |
| 1Y | -43.0% | +58.8% | -101.8% | -61.7% |
| 3Y | +640.8% | +153.5% | +487.2% | +223.6% |
| 5Y | +358.8% | +136.7% | +222.1% | +105.3% |
| All | +378.5% | +175.9% | +202.7% | +112.5% |
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