+283.1%
APP vs NTAP
+130.5%
+152.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -3.7% |
| 7D | +10.6% | +9.9% | +0.7% | +4.7% |
| 30D | +44.6% | -22.1% | +66.7% | +65.4% |
| 3M | +29.6% | -7.7% | +37.3% | +30.7% |
| 6M | -19.8% | +60.9% | -80.7% | -48.7% |
| YTD | -41.6% | +76.4% | -118.0% | -65.7% |
| 1Y | -32.7% | +69.3% | -102.0% | -59.2% |
| 3Y | +799.0% | +154.6% | +644.4% | +255.0% |
| All | +283.1% | +130.5% | +152.5% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling