+506.3%
NOW vs APD
+187.0%
+319.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | -8.7% | -0.2% | -8.5% | -8.6% |
| 30D | -29.3% | +11.0% | -40.3% | -32.6% |
| 3M | -21.8% | +1.3% | -23.2% | -22.6% |
| 6M | +9.2% | +6.4% | +2.9% | +5.0% |
| YTD | -35.0% | +28.9% | -63.9% | -43.8% |
| 1Y | -42.5% | +23.2% | -65.7% | -49.5% |
| 3Y | -21.5% | +26.3% | -47.9% | -35.0% |
| 5Y | -25.8% | +12.0% | -37.8% | -35.8% |
| 10Y | +506.3% | +183.2% | +323.2% | +161.4% |
| All | +506.3% | +187.0% | +319.3% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling