-44.5%
APP vs NTR
+41.6%
-86.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.5% | +2.9% |
| 7D | +0.3% | -2.5% | +2.8% | +0.2% |
| 30D | -1.3% | +17.0% | -18.3% | -0.6% |
| 3M | -36.2% | +22.2% | -58.4% | -35.7% |
| 6M | -34.1% | +5.2% | -39.3% | -33.4% |
| YTD | -53.3% | +29.7% | -83.0% | -51.6% |
| 1Y | -44.5% | +39.4% | -83.9% | -42.5% |
| All | -44.5% | +41.6% | -86.2% | -42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling