+19,691.7%
NTAP vs APD
+2,141.9%
+17,549.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -0.8% | -2.2% | +1.4% | +0.3% |
| 30D | -0.5% | +2.1% | -2.6% | -1.6% |
| 3M | +4.1% | +7.2% | -3.1% | -0.1% |
| 6M | +88.0% | +11.2% | +76.7% | +76.5% |
| YTD | +75.6% | +24.4% | +51.2% | +55.6% |
| 1Y | +58.9% | +6.7% | +52.2% | +50.5% |
| 3Y | +153.6% | +9.2% | +144.3% | +129.0% |
| 5Y | +127.6% | +27.4% | +100.3% | +86.3% |
| 10Y | +580.4% | +164.8% | +415.5% | +278.0% |
| All | +19,691.7% | +2,141.9% | +17,549.8% | +5,984.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling