+4.4%
NI vs APD
+5.6%
-1.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -0.6% | -3.5% | +2.9% | -0.3% |
| 30D | -1.4% | -5.1% | +3.7% | -1.0% |
| 3M | -10.6% | +6.9% | -17.4% | -11.1% |
| 6M | -9.9% | +8.1% | -18.0% | -10.3% |
| YTD | +1.2% | +21.2% | -20.1% | -1.0% |
| 1Y | +4.4% | +4.9% | -0.4% | +7.4% |
| All | +4.4% | +5.6% | -1.2% | +7.4% |
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