+672.7%
APP vs NVD
-99.2%
+771.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -1.6% |
| 7D | -4.4% | +0.5% | -4.9% | -4.2% |
| 30D | -10.0% | -9.3% | -0.7% | -11.9% |
| 3M | -41.4% | -22.1% | -19.3% | -44.3% |
| 6M | -41.0% | -45.8% | +4.8% | -48.9% |
| YTD | -54.7% | -46.7% | -8.0% | -60.0% |
| 1Y | -45.3% | -59.5% | +14.1% | -54.2% |
| 3Y | +624.3% | -99.2% | +723.4% | +205.6% |
| All | +672.7% | -99.2% | +771.9% | +226.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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