+58.8%
NTAP vs APD
+22.2%
+36.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -7.8% | -0.2% | -7.5% | -7.7% |
| 30D | -25.8% | +11.0% | -36.8% | -25.5% |
| 3M | -11.2% | +1.3% | -12.6% | -10.9% |
| 6M | +49.9% | +6.4% | +43.6% | +51.2% |
| YTD | +66.9% | +28.9% | +37.9% | +64.6% |
| 1Y | +58.8% | +23.2% | +35.6% | +57.4% |
| All | +58.8% | +22.2% | +36.6% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling