-17.1%
NOW vs APD
+27.3%
-44.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.7% |
| 7D | -3.1% | -1.6% | -1.5% | -3.0% |
| 30D | -27.0% | +10.6% | -37.7% | -27.5% |
| 3M | -17.7% | +2.5% | -20.2% | -17.8% |
| 6M | +12.7% | +6.0% | +6.7% | +12.4% |
| YTD | -32.9% | +28.4% | -61.4% | -35.5% |
| 1Y | -40.4% | +22.2% | -62.5% | -42.2% |
| 3Y | -17.1% | +26.6% | -43.7% | -18.0% |
| All | -17.1% | +27.3% | -44.4% | -18.0% |
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