+111.3%
NI vs APD
+12.1%
+99.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | 0.0% | +1.5% |
| 7D | +0.4% | -1.6% | +2.0% | +0.8% |
| 30D | +11.3% | +10.6% | +0.7% | +8.6% |
| 3M | +6.5% | +2.5% | +3.9% | +5.7% |
| 6M | -2.3% | +6.0% | -8.2% | -3.9% |
| YTD | +10.8% | +28.4% | -17.6% | +3.1% |
| 1Y | +6.2% | +22.2% | -15.9% | 0.0% |
| 3Y | +98.7% | +26.6% | +72.1% | +81.3% |
| 5Y | +111.3% | +11.8% | +99.6% | +99.5% |
| All | +111.3% | +12.1% | +99.2% | +99.5% |
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 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