+503.8%
APP vs NTR
+47.6%
+456.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.6% |
| 7D | +10.6% | -1.4% | +11.9% | +10.8% |
| 30D | +44.6% | +2.2% | +42.4% | +44.0% |
| 3M | +29.6% | +6.8% | +22.8% | +27.7% |
| 6M | -19.8% | +0.6% | -20.4% | -20.3% |
| YTD | -41.6% | +18.2% | -59.8% | -44.2% |
| 1Y | -32.7% | +21.3% | -54.0% | -36.1% |
| 3Y | +799.0% | +46.6% | +752.4% | +701.4% |
| 5Y | +250.4% | +21.3% | +229.1% | +224.5% |
| All | +503.8% | +47.6% | +456.2% | +430.4% |
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