+95.8%
NI vs APA
+177.1%
-81.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.7% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -0.3% | +9.3% | -9.6% | -0.9% |
| 3M | -9.5% | +23.3% | -32.8% | -10.9% |
| 6M | -10.2% | +39.5% | -49.7% | -12.7% |
| YTD | +1.8% | +87.6% | -85.8% | -3.5% |
| 1Y | +5.7% | +114.2% | -108.6% | -1.1% |
| 3Y | +69.6% | +13.6% | +56.0% | +65.4% |
| 5Y | +95.8% | +175.6% | -79.8% | +83.3% |
| All | +95.8% | +177.1% | -81.3% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling