+22.7%
NXT vs APD
+6.0%
+16.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -1.1% | -2.2% | +1.1% | -1.0% |
| 30D | -15.3% | +2.1% | -17.4% | -15.5% |
| 3M | -43.8% | +7.2% | -51.0% | -44.5% |
| 6M | -18.7% | +11.2% | -29.9% | -19.5% |
| YTD | -3.0% | +24.4% | -27.4% | -3.6% |
| 1Y | +22.7% | +6.7% | +16.1% | +33.8% |
| All | +22.7% | +6.0% | +16.7% | +33.8% |
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