+306.4%
APP vs NTRS
+88.8%
+217.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +2.1% |
| 7D | +0.3% | +0.3% | 0.0% | +0.1% |
| 30D | -1.3% | +0.2% | -1.5% | -1.7% |
| 3M | -36.2% | +13.2% | -49.4% | -42.0% |
| 6M | -34.1% | +36.9% | -71.1% | -48.9% |
| YTD | -53.3% | +39.1% | -92.4% | -64.2% |
| 1Y | -44.5% | +50.4% | -95.0% | -60.0% |
| 3Y | +646.7% | +166.8% | +479.9% | +235.5% |
| 5Y | +306.4% | +92.9% | +213.5% | +136.2% |
| All | +306.4% | +88.8% | +217.7% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling