+67.6%
NVTS vs APA
+40.8%
+26.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +3.6% | +3.8% | +6.6% |
| 7D | +7.9% | +5.1% | +2.9% | +7.0% |
| 30D | +0.8% | +0.3% | +0.5% | +0.4% |
| 3M | -26.0% | +15.6% | -41.6% | -29.0% |
| 6M | -55.5% | +28.9% | -84.4% | -59.1% |
| YTD | +41.0% | +96.6% | -55.5% | +9.4% |
| 1Y | +10.4% | +95.5% | -85.1% | -14.4% |
| All | +67.6% | +40.8% | +26.7% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling