+18.3%
NOW vs APD
+9.1%
+9.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | -2.4% | -2.2% | -0.2% | -2.2% |
| 30D | +20.5% | +2.1% | +18.4% | +20.3% |
| 3M | +18.3% | +7.2% | +11.2% | +17.8% |
| 6M | +24.1% | +11.2% | +12.8% | +22.1% |
| YTD | -7.8% | +24.4% | -32.2% | -11.3% |
| 1Y | -21.4% | +6.7% | -28.1% | -22.0% |
| All | +18.3% | +9.1% | +9.2% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling