+101.4%
NVTS vs APD
+5.1%
+96.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +3.5% | -4.6% | +8.1% | +5.2% |
| 30D | -11.9% | -4.2% | -7.7% | -10.6% |
| 3M | -49.2% | +5.0% | -54.2% | -50.8% |
| 6M | +38.4% | +8.9% | +29.5% | +36.4% |
| YTD | +62.5% | +21.9% | +40.6% | +59.9% |
| 1Y | +101.4% | +5.6% | +95.8% | +188.4% |
| All | +101.4% | +5.1% | +96.3% | +188.4% |
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