+180.5%
NXT vs APD
+12.3%
+168.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | +2.9% | -2.5% | +5.4% | +3.6% |
| 30D | -17.2% | -1.9% | -15.4% | -16.8% |
| 3M | -32.0% | +8.2% | -40.2% | -34.0% |
| 6M | -15.8% | +10.7% | -26.5% | -19.0% |
| YTD | -1.9% | +22.9% | -24.8% | -9.2% |
| 1Y | +22.5% | +5.8% | +16.7% | +19.7% |
| 3Y | +100.5% | +7.8% | +92.8% | +92.1% |
| All | +180.5% | +12.3% | +168.2% | +160.4% |
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 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