+589.7%
NTAP vs APD
+162.9%
+426.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | +2.2% | -4.6% | +6.8% | +4.4% |
| 30D | -7.0% | -4.2% | -2.8% | -5.3% |
| 3M | +12.3% | +5.0% | +7.3% | +9.1% |
| 6M | +85.1% | +8.9% | +76.2% | +75.8% |
| YTD | +74.8% | +21.9% | +52.9% | +56.6% |
| 1Y | +52.7% | +5.6% | +47.1% | +45.8% |
| 3Y | +147.7% | +6.9% | +140.8% | +127.1% |
| 5Y | +124.8% | +25.3% | +99.4% | +81.5% |
| 10Y | +589.7% | +169.1% | +420.7% | +222.9% |
| All | +589.7% | +162.9% | +426.8% | +222.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling