+640.8%
APP vs NVDL
+680.6%
-39.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -1.4% |
| 7D | +0.1% | +7.3% | -7.2% | -2.1% |
| 30D | -10.0% | -0.7% | -9.3% | -10.7% |
| 3M | -44.6% | +9.5% | -54.1% | -47.4% |
| 6M | -37.9% | +41.6% | -79.5% | -47.1% |
| YTD | -53.7% | +23.3% | -77.0% | -59.1% |
| 1Y | -43.0% | +40.3% | -83.3% | -52.4% |
| 3Y | +640.8% | +692.2% | -51.4% | +213.6% |
| All | +640.8% | +680.6% | -39.8% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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