-99.2%
NVD vs APD
+13.6%
-112.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.6% |
| 7D | -11.1% | -2.2% | -8.9% | -11.5% |
| 30D | -13.3% | +2.1% | -15.3% | -12.9% |
| 3M | -19.8% | +7.2% | -27.0% | -18.3% |
| 6M | -48.8% | +11.2% | -60.0% | -47.2% |
| YTD | -49.7% | +24.4% | -74.0% | -46.7% |
| 1Y | -61.4% | +6.7% | -68.0% | -61.4% |
| 3Y | -99.1% | +9.2% | -108.4% | -99.1% |
| All | -99.2% | +13.6% | -112.8% | -99.2% |
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