+2,788.3%
NVDL vs APD
+1.1%
+2,787.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | +11.7% | -2.2% | +13.9% | +12.3% |
| 30D | +7.8% | +2.1% | +5.7% | +7.0% |
| 3M | +3.3% | +7.2% | -3.9% | +0.7% |
| 6M | +38.9% | +11.2% | +27.6% | +33.5% |
| YTD | +28.5% | +24.4% | +4.1% | +19.4% |
| 1Y | +40.6% | +6.7% | +33.9% | +37.9% |
| 3Y | +648.7% | +9.2% | +639.5% | +648.5% |
| All | +2,788.3% | +1.1% | +2,787.2% | +2,915.3% |
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