-6.1%
NVD vs APD
+23.7%
-29.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +9.0% |
| 7D | +17.0% | +2.2% | +14.8% | +16.7% |
| 30D | +77.3% | +9.4% | +67.9% | +75.4% |
| 3M | +61.6% | +4.7% | +56.9% | +60.4% |
| 6M | +40.7% | +5.5% | +35.2% | +41.9% |
| YTD | -10.5% | +31.4% | -41.9% | -14.7% |
| 1Y | -6.1% | +24.1% | -30.2% | -8.5% |
| All | -6.1% | +23.7% | -29.8% | -8.5% |
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 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