+740.6%
APP vs NVDX
+772.1%
-31.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +1.1% | -10.2% | +11.3% | +4.4% |
| 30D | +6.6% | -7.3% | +14.0% | +8.2% |
| 3M | -32.3% | +5.5% | -37.8% | -35.0% |
| 6M | -29.8% | +18.3% | -48.1% | -36.6% |
| YTD | -51.9% | +11.4% | -63.4% | -56.1% |
| 1Y | -43.3% | +12.7% | -56.0% | -49.2% |
| All | +740.6% | +772.1% | -31.5% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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