+396.9%
APP vs NTRS
+102.0%
+294.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.2% |
| 30D | +6.6% | -0.7% | +7.3% | +7.0% |
| 3M | -32.3% | +11.3% | -43.6% | -37.3% |
| 6M | -29.8% | +35.5% | -65.3% | -44.1% |
| YTD | -51.9% | +40.6% | -92.5% | -62.7% |
| 1Y | -43.3% | +49.2% | -92.5% | -57.9% |
| 3Y | +664.1% | +167.2% | +496.8% | +266.2% |
| 5Y | +318.7% | +94.9% | +223.7% | +152.2% |
| All | +396.9% | +102.0% | +294.8% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling