+640.8%
APP vs NTR
+42.0%
+598.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.8% |
| 7D | +0.1% | +3.8% | -3.8% | -0.3% |
| 30D | -10.0% | +25.2% | -35.3% | -12.1% |
| 3M | -44.6% | +21.0% | -65.7% | -45.8% |
| 6M | -37.9% | +7.6% | -45.5% | -38.3% |
| YTD | -53.7% | +32.9% | -86.6% | -55.4% |
| 1Y | -43.0% | +43.1% | -86.0% | -46.1% |
| 3Y | +640.8% | +41.6% | +599.2% | +591.3% |
| All | +640.8% | +42.0% | +598.8% | +591.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling