-7.8%
NVTS vs APD
+15.1%
-22.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.9% |
| 7D | +2.7% | -2.2% | +4.9% | +4.1% |
| 30D | -4.5% | +2.1% | -6.5% | -5.9% |
| 3M | -61.5% | +7.2% | -68.7% | -63.7% |
| 6M | +28.0% | +11.2% | +16.7% | +19.4% |
| YTD | +65.3% | +24.4% | +40.9% | +43.5% |
| 1Y | +113.0% | +6.7% | +106.3% | +102.3% |
| 3Y | +34.7% | +9.2% | +25.5% | +22.0% |
| All | -7.8% | +15.1% | -22.9% | -32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling