+506.6%
APP vs NTR
+49.5%
+457.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.4% | -3.5% |
| 7D | +61.1% | +4.1% | +57.0% | +60.1% |
| 30D | +42.8% | +7.0% | +35.8% | +41.1% |
| 3M | +16.7% | +9.7% | +7.0% | +14.4% |
| 6M | -15.6% | +7.4% | -23.0% | -17.2% |
| YTD | -41.3% | +19.8% | -61.1% | -44.0% |
| 1Y | -39.3% | +25.4% | -64.7% | -42.8% |
| 3Y | +803.2% | +48.6% | +754.6% | +703.3% |
| 5Y | +313.2% | +24.0% | +289.1% | +281.4% |
| All | +506.6% | +49.5% | +457.1% | +431.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling