-9.4%
NVTS vs APD
+12.8%
-22.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | +3.5% | -4.6% | +8.1% | +6.5% |
| 30D | -11.9% | -4.2% | -7.7% | -9.7% |
| 3M | -49.2% | +5.0% | -54.2% | -51.4% |
| 6M | +38.4% | +8.9% | +29.5% | +30.7% |
| YTD | +62.5% | +21.9% | +40.6% | +42.8% |
| 1Y | +101.4% | +5.6% | +95.8% | +92.4% |
| 3Y | +40.4% | +6.9% | +33.6% | +29.1% |
| All | -9.4% | +12.8% | -22.2% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling