-19.9%
NOW vs APD
+29.7%
-49.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +0.3% | +3.8% | -3.6% | +0.1% |
| 30D | -27.0% | +8.2% | -35.2% | -27.3% |
| 3M | -19.6% | +4.3% | -23.9% | -19.8% |
| 6M | +17.5% | +4.7% | +12.8% | +17.5% |
| YTD | -33.3% | +31.5% | -64.8% | -35.9% |
| 1Y | -39.8% | +23.5% | -63.4% | -41.6% |
| 3Y | -19.9% | +29.1% | -49.0% | -20.8% |
| All | -19.9% | +29.7% | -49.6% | -20.8% |
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