+391.7%
APP vs NTR
+63.4%
+328.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.5% |
| 7D | +0.9% | +8.1% | -7.2% | -0.5% |
| 30D | -23.3% | +18.8% | -42.0% | -25.7% |
| 3M | -42.6% | +16.2% | -58.9% | -44.3% |
| 6M | -33.6% | +9.8% | -43.4% | -35.2% |
| YTD | -52.4% | +30.9% | -83.3% | -55.3% |
| 1Y | -35.9% | +41.8% | -77.6% | -41.0% |
| 3Y | +642.2% | +35.8% | +606.4% | +578.5% |
| 5Y | +311.1% | +51.0% | +260.0% | +272.8% |
| All | +391.7% | +63.4% | +328.3% | +325.1% |
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 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