-10.8%
NVTS vs APD
+36.4%
-47.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +8.6% |
| 7D | -0.3% | +3.8% | -4.1% | -1.1% |
| 30D | -24.4% | +14.1% | -38.5% | -26.6% |
| 3M | -26.5% | +8.2% | -34.7% | -27.8% |
| 6M | -41.4% | +7.5% | -48.9% | -42.6% |
| YTD | +30.7% | +31.7% | -1.0% | +33.3% |
| 1Y | -10.8% | +35.1% | -45.9% | -4.3% |
| All | -10.8% | +36.4% | -47.2% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling