+396.9%
APP vs NTR
+61.3%
+335.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | +1.1% | -1.3% | +2.3% | +1.3% |
| 30D | +6.6% | +16.8% | -10.1% | +3.6% |
| 3M | -32.3% | +20.7% | -53.1% | -34.8% |
| 6M | -29.8% | +0.5% | -30.3% | -30.2% |
| YTD | -51.9% | +29.2% | -81.1% | -54.7% |
| 1Y | -43.3% | +39.6% | -82.9% | -47.7% |
| 3Y | +664.1% | +37.9% | +626.2% | +595.2% |
| 5Y | +318.7% | +47.1% | +271.6% | +280.5% |
| All | +396.9% | +61.3% | +335.6% | +330.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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