+149.5%
NTAP vs APD
+29.7%
+119.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +7.2% | +3.8% | +3.4% | +6.4% |
| 30D | -18.4% | +8.2% | -26.6% | -19.6% |
| 3M | -11.3% | +4.3% | -15.6% | -12.1% |
| 6M | +53.8% | +4.7% | +49.1% | +52.3% |
| YTD | +72.0% | +31.5% | +40.4% | +60.1% |
| 1Y | +68.0% | +23.5% | +44.5% | +58.8% |
| 3Y | +149.5% | +29.1% | +120.4% | +136.5% |
| All | +149.5% | +29.7% | +119.7% | +136.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling