+192.3%
NI vs APD
+187.5%
+4.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.2% |
| 7D | +0.6% | -1.2% | +1.7% | +1.0% |
| 30D | +11.2% | +11.0% | +0.2% | +7.1% |
| 3M | +9.2% | +2.6% | +6.6% | +8.0% |
| 6M | -1.8% | +4.8% | -6.7% | -3.9% |
| YTD | +12.0% | +31.0% | -19.0% | +0.3% |
| 1Y | +6.4% | +23.4% | -16.9% | -2.7% |
| 3Y | +99.4% | +28.4% | +71.0% | +73.9% |
| 5Y | +113.1% | +15.2% | +97.9% | +90.7% |
| 10Y | +192.3% | +190.7% | +1.6% | +87.5% |
| All | +192.3% | +187.5% | +4.8% | +87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling