+100.9%
NI vs APA
+40.8%
+60.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.4% |
| 7D | +0.6% | +5.1% | -4.5% | +0.4% |
| 30D | +11.2% | +0.3% | +10.9% | +11.1% |
| 3M | +9.2% | +15.6% | -6.5% | +8.4% |
| 6M | -1.8% | +28.9% | -30.7% | -3.1% |
| YTD | +12.0% | +96.6% | -84.5% | +7.5% |
| 1Y | +6.4% | +95.5% | -89.1% | +2.1% |
| All | +100.9% | +40.8% | +60.1% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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