+576.6%
NTAP vs APD
+192.6%
+384.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.0% | +3.1% |
| 7D | -5.0% | -1.6% | -3.4% | -4.2% |
| 30D | -25.8% | +10.6% | -36.4% | -29.2% |
| 3M | -6.9% | +2.5% | -9.4% | -8.2% |
| 6M | +50.0% | +6.0% | +44.0% | +44.5% |
| YTD | +66.9% | +28.4% | +38.5% | +45.8% |
| 1Y | +58.3% | +22.2% | +36.1% | +40.9% |
| 3Y | +145.1% | +26.6% | +118.6% | +106.8% |
| 5Y | +114.2% | +11.8% | +102.4% | +87.7% |
| 10Y | +576.6% | +187.8% | +388.8% | +236.7% |
| All | +576.6% | +192.6% | +384.0% | +236.7% |
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