+506.6%
APP vs NVS
+126.6%
+380.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.3% | -3.5% |
| 7D | +61.1% | +2.5% | +58.6% | +60.6% |
| 30D | +42.8% | +13.6% | +29.2% | +40.8% |
| 3M | +16.7% | +4.1% | +12.5% | +15.9% |
| 6M | -15.6% | +11.8% | -27.4% | -16.9% |
| YTD | -41.3% | +22.0% | -63.3% | -43.4% |
| 1Y | -39.3% | +32.3% | -71.5% | -42.5% |
| 3Y | +803.2% | +93.6% | +709.6% | +630.0% |
| 5Y | +313.2% | +136.7% | +176.4% | +185.0% |
| All | +506.6% | +126.6% | +380.0% | +334.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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