+58.8%
NTAP vs APD
+5.6%
+53.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | +3.3% | -2.5% | +5.8% | +3.3% |
| 30D | -0.2% | -1.9% | +1.7% | -0.2% |
| 3M | +11.4% | +8.2% | +3.2% | +10.8% |
| 6M | +88.7% | +10.7% | +77.9% | +86.4% |
| YTD | +78.9% | +22.9% | +56.0% | +75.3% |
| 1Y | +58.8% | +5.8% | +53.0% | +67.4% |
| All | +58.8% | +5.6% | +53.2% | +67.4% |
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