+527.5%
APP vs NTR
+47.6%
+479.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.6% | -0.3% | +4.9% | +4.6% |
| 30D | +56.0% | +2.0% | +54.1% | +55.4% |
| 3M | +30.8% | +6.4% | +24.4% | +29.0% |
| 6M | -9.8% | +1.6% | -11.4% | -10.6% |
| YTD | -39.3% | +18.2% | -57.5% | -42.0% |
| 1Y | -26.4% | +23.9% | -50.4% | -30.6% |
| 3Y | +887.9% | +44.7% | +843.3% | +783.6% |
| 5Y | +264.1% | +21.3% | +242.8% | +237.2% |
| All | +527.5% | +47.6% | +479.9% | +451.1% |
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