+70.6%
NI vs APA
+9.3%
+61.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +1.1% |
| 7D | +2.3% | -1.7% | +4.0% | +2.4% |
| 30D | -1.7% | +15.7% | -17.4% | -2.4% |
| 3M | -8.0% | +16.5% | -24.5% | -8.8% |
| 6M | -8.6% | +35.1% | -43.7% | -10.5% |
| YTD | +2.3% | +82.2% | -79.9% | -1.9% |
| 1Y | +6.9% | +102.5% | -95.5% | +1.5% |
| 3Y | +70.6% | +10.3% | +60.3% | +73.2% |
| All | +70.6% | +9.3% | +61.2% | +73.2% |
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