-55.4%
APP vs NTRS
+43.5%
-98.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.5% | +9.0% |
| 7D | +4.5% | +3.6% | +1.0% | +2.9% |
| 30D | -3.6% | +4.3% | -7.9% | -5.5% |
| 3M | -35.3% | -1.9% | -33.3% | -35.2% |
| 6M | -42.8% | +11.4% | -54.2% | -46.3% |
| YTD | -59.7% | +32.3% | -92.0% | -66.5% |
| 1Y | -55.4% | +42.5% | -97.9% | -64.6% |
| All | -55.4% | +43.5% | -98.8% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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