+127.9%
NTAP vs APD
+16.4%
+111.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +7.2% | +3.8% | +3.4% | +6.1% |
| 30D | -18.4% | +8.2% | -26.6% | -20.2% |
| 3M | -11.3% | +4.3% | -15.6% | -12.4% |
| 6M | +53.8% | +4.7% | +49.1% | +51.2% |
| YTD | +72.0% | +31.5% | +40.4% | +56.7% |
| 1Y | +68.0% | +23.5% | +44.5% | +55.9% |
| 3Y | +149.5% | +29.1% | +120.4% | +124.7% |
| All | +127.9% | +16.4% | +111.5% | +94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling