+500.0%
APP vs NTAP
+147.3%
+352.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +9.9% |
| 7D | +71.2% | -15.1% | +86.3% | +84.6% |
| 30D | +39.1% | -28.1% | +67.2% | +65.6% |
| 3M | +16.5% | -11.4% | +28.0% | +19.3% |
| 6M | -16.6% | +52.2% | -68.8% | -44.9% |
| YTD | -41.9% | +60.4% | -102.4% | -63.4% |
| 1Y | -37.0% | +51.0% | -88.0% | -58.4% |
| 3Y | +892.4% | +135.6% | +756.9% | +329.6% |
| 5Y | +297.3% | +107.5% | +189.8% | +82.6% |
| All | +500.0% | +147.3% | +352.7% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling