-40.7%
NOW vs APD
+21.8%
-62.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +1.4% |
| 7D | -3.1% | -1.6% | -1.5% | -3.5% |
| 30D | -27.0% | +10.6% | -37.7% | -24.9% |
| 3M | -17.7% | +2.5% | -20.2% | -16.9% |
| 6M | +12.7% | +6.0% | +6.7% | +15.7% |
| YTD | -32.9% | +28.4% | -61.4% | -30.9% |
| All | -40.7% | +21.8% | -62.5% | -38.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling