+619.5%
APP vs NTRS
+161.8%
+457.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -4.4% | +0.9% | -5.2% | -4.9% |
| 30D | -10.0% | -1.2% | -8.8% | -9.5% |
| 3M | -41.4% | +8.8% | -50.2% | -44.7% |
| 6M | -41.0% | +34.7% | -75.7% | -52.7% |
| YTD | -54.7% | +37.2% | -92.0% | -64.0% |
| 1Y | -45.3% | +46.3% | -91.7% | -58.6% |
| All | +619.5% | +161.8% | +457.7% | +255.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling