+207.3%
NXT vs APD
+20.1%
+187.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.3% | -7.0% |
| 7D | -6.0% | +2.2% | -8.2% | -6.7% |
| 30D | +5.4% | +9.4% | -4.0% | +2.5% |
| 3M | -9.7% | +4.7% | -14.4% | -11.1% |
| 6M | -25.3% | +5.5% | -30.8% | -27.0% |
| YTD | +7.5% | +31.4% | -24.0% | -2.7% |
| 1Y | -3.0% | +24.1% | -27.1% | -10.6% |
| 3Y | +171.4% | +28.8% | +142.6% | +144.2% |
| All | +207.3% | +20.1% | +187.2% | +179.2% |
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