+8.5%
NI vs APD
+36.4%
-27.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.3% |
| 7D | +3.9% | +3.8% | +0.1% | +3.6% |
| 30D | +15.3% | +14.1% | +1.2% | +14.2% |
| 3M | +2.4% | +8.2% | -5.8% | +1.7% |
| 6M | -4.5% | +7.5% | -12.1% | -4.9% |
| YTD | +11.4% | +31.7% | -20.3% | +9.0% |
| 1Y | +8.5% | +35.1% | -26.6% | +6.4% |
| All | +8.5% | +36.4% | -27.9% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling