-41.4%
APP vs NTAP
+58.9%
-100.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +0.9% | -0.8% | +1.6% | +1.1% |
| 30D | -23.3% | -0.5% | -22.7% | -23.6% |
| 3M | -42.6% | +4.1% | -46.7% | -44.0% |
| 6M | -33.6% | +88.0% | -121.6% | -50.1% |
| YTD | -52.4% | +75.6% | -128.0% | -61.9% |
| All | -41.4% | +58.9% | -100.3% | -52.2% |
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