+378.5%
APP vs NTRS
+97.4%
+281.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.0% |
| 7D | +0.1% | +1.7% | -1.6% | -1.1% |
| 30D | -10.0% | +0.1% | -10.2% | -10.4% |
| 3M | -44.6% | +9.8% | -54.5% | -48.3% |
| 6M | -37.9% | +34.7% | -72.5% | -50.4% |
| YTD | -53.7% | +37.4% | -91.1% | -63.5% |
| 1Y | -43.0% | +48.2% | -91.1% | -57.5% |
| 3Y | +640.8% | +163.5% | +477.3% | +258.2% |
| 5Y | +358.8% | +88.2% | +270.6% | +180.1% |
| All | +378.5% | +97.4% | +281.1% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling