+96.4%
NI vs APD
+26.2%
+70.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +2.3% | -2.5% | +4.8% | +2.9% |
| 30D | -1.7% | -1.9% | +0.2% | -1.3% |
| 3M | -8.0% | +8.2% | -16.2% | -10.1% |
| 6M | -8.6% | +10.7% | -19.4% | -11.3% |
| YTD | +2.3% | +22.9% | -20.6% | -3.7% |
| 1Y | +6.9% | +5.8% | +1.1% | +4.7% |
| 3Y | +70.6% | +7.8% | +62.8% | +63.5% |
| 5Y | +96.4% | +26.1% | +70.3% | +75.2% |
| All | +96.4% | +26.2% | +70.2% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling