-43.2%
NVTS vs APD
+12.4%
-55.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | +9.6% | -0.2% | +9.8% | +10.2% |
| 30D | -13.0% | +11.0% | -24.0% | -18.4% |
| 3M | -28.8% | +1.3% | -30.1% | -29.5% |
| 6M | -48.5% | +6.4% | -54.8% | -50.8% |
| YTD | +31.4% | +28.9% | +2.4% | +11.5% |
| 1Y | -2.3% | +23.2% | -25.5% | -15.4% |
| 3Y | +49.8% | +26.3% | +23.5% | +22.2% |
| 5Y | -43.2% | +12.0% | -55.2% | -63.6% |
| All | -43.2% | +12.4% | -55.6% | -63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling