+18,718.9%
NTAP vs APD
+2,214.9%
+16,503.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.0% | +2.0% | +3.1% |
| 7D | -5.0% | -1.6% | -3.4% | -4.2% |
| 30D | -25.8% | +10.6% | -36.4% | -29.4% |
| 3M | -6.9% | +2.5% | -9.4% | -8.3% |
| 6M | +50.0% | +6.0% | +44.0% | +44.0% |
| YTD | +66.9% | +28.4% | +38.5% | +45.3% |
| 1Y | +58.3% | +22.2% | +36.1% | +40.4% |
| 3Y | +145.1% | +26.6% | +118.6% | +106.7% |
| 5Y | +114.2% | +11.8% | +102.4% | +87.2% |
| 10Y | +576.6% | +187.8% | +388.8% | +260.0% |
| All | +18,718.9% | +2,214.9% | +16,503.9% | +5,579.7% |
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