+40.7%
NVD vs APD
+5.0%
+35.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.3% | +8.7% | +9.0% |
| 7D | +17.0% | +2.2% | +14.8% | +16.6% |
| 30D | +77.3% | +9.4% | +67.9% | +74.9% |
| 3M | +61.6% | +4.7% | +56.9% | +59.6% |
| 6M | +40.7% | +5.5% | +35.2% | +44.6% |
| All | +40.7% | +5.0% | +35.7% | +44.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling