+1,980.5%
NOW vs APD
+495.0%
+1,485.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -4.5% |
| 7D | -6.7% | -0.7% | -5.9% | -6.4% |
| 30D | -25.8% | +10.1% | -35.9% | -29.4% |
| 3M | -12.7% | +4.9% | -17.6% | -15.0% |
| 6M | +11.2% | +2.5% | +8.8% | +8.5% |
| YTD | -33.2% | +27.8% | -61.0% | -42.7% |
| 1Y | -41.8% | +32.9% | -74.7% | -51.6% |
| 3Y | -15.7% | +13.4% | -29.0% | -27.1% |
| 5Y | -26.0% | +12.8% | -38.9% | -36.9% |
| 10Y | +515.1% | +194.6% | +320.5% | +166.5% |
| All | +1,980.5% | +495.0% | +1,485.5% | +604.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling