+5,059.0%
NI vs APD
+6,115.6%
-1,056.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.4% |
| 7D | +2.0% | -2.2% | +4.2% | +2.6% |
| 30D | -3.5% | +2.1% | -5.6% | -4.2% |
| 3M | -9.1% | +7.2% | -16.3% | -11.2% |
| 6M | -11.8% | +11.2% | -23.1% | -14.8% |
| YTD | +1.1% | +24.4% | -23.3% | -5.6% |
| 1Y | +6.7% | +6.7% | 0.0% | +3.7% |
| 3Y | +71.1% | +9.2% | +61.8% | +62.1% |
| 5Y | +94.3% | +27.4% | +66.9% | +74.4% |
| 10Y | +135.8% | +164.8% | -29.1% | +71.8% |
| All | +5,059.0% | +6,115.6% | -1,056.7% | +1,809.4% |
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 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