+5,554.3%
NI vs APD
+6,318.0%
-763.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.0% | 0.0% | +1.5% |
| 7D | +0.4% | -1.6% | +2.0% | +0.9% |
| 30D | +11.3% | +10.6% | +0.7% | +8.2% |
| 3M | +6.5% | +2.5% | +3.9% | +5.6% |
| 6M | -2.3% | +6.0% | -8.2% | -4.2% |
| YTD | +10.8% | +28.4% | -17.6% | +2.5% |
| 1Y | +6.2% | +22.2% | -15.9% | -0.5% |
| 3Y | +98.7% | +26.6% | +72.1% | +80.9% |
| 5Y | +111.3% | +11.8% | +99.6% | +96.9% |
| 10Y | +178.1% | +187.8% | -9.7% | +98.1% |
| All | +5,554.3% | +6,318.0% | -763.7% | +1,972.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling