+570.8%
NTAP vs APD
+187.0%
+383.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -7.8% | -0.2% | -7.5% | -7.6% |
| 30D | -25.8% | +11.0% | -36.8% | -29.3% |
| 3M | -11.2% | +1.3% | -12.6% | -12.1% |
| 6M | +49.9% | +6.4% | +43.6% | +44.1% |
| YTD | +66.9% | +28.9% | +37.9% | +45.5% |
| 1Y | +58.8% | +23.2% | +35.6% | +40.9% |
| 3Y | +140.8% | +26.3% | +114.5% | +103.5% |
| 5Y | +115.0% | +12.0% | +103.0% | +88.3% |
| 10Y | +570.8% | +183.2% | +387.6% | +232.6% |
| All | +570.8% | +187.0% | +383.8% | +232.6% |
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