+70.6%
NI vs APD
+10.0%
+60.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +2.3% | -2.5% | +4.8% | +2.8% |
| 30D | -1.7% | -1.9% | +0.2% | -1.4% |
| 3M | -8.0% | +8.2% | -16.2% | -9.5% |
| 6M | -8.6% | +10.7% | -19.4% | -10.6% |
| YTD | +2.3% | +22.9% | -20.6% | -2.3% |
| 1Y | +6.9% | +5.8% | +1.1% | +5.4% |
| 3Y | +70.6% | +7.8% | +62.8% | +67.9% |
| All | +70.6% | +10.0% | +60.6% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling