-12.9%
NVTS vs APA
+96.1%
-109.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.7% |
| 7D | +0.5% | +0.8% | -0.3% | +0.1% |
| 30D | -18.0% | +9.6% | -27.6% | -20.6% |
| 3M | -45.6% | +18.0% | -63.6% | -49.1% |
| 6M | +28.5% | +41.9% | -13.4% | +10.5% |
| YTD | +56.2% | +86.3% | -30.2% | +20.0% |
| 1Y | +97.7% | +97.9% | -0.2% | +46.0% |
| 3Y | +35.0% | +12.8% | +22.2% | +16.8% |
| All | -12.9% | +96.1% | -109.0% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded APA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling