+244.4%
NXT vs APD
+15.0%
+229.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.5% | +6.8% | +5.8% |
| 7D | +32.2% | -3.7% | +35.9% | +33.9% |
| 30D | +21.9% | +9.6% | +12.3% | +18.5% |
| 3M | +6.6% | +1.6% | +4.9% | +5.9% |
| 6M | -16.8% | +2.2% | -19.0% | -17.8% |
| YTD | +20.4% | +25.9% | -5.4% | +10.6% |
| 1Y | -1.5% | +20.1% | -21.7% | -8.4% |
| 3Y | +182.4% | +12.4% | +170.0% | +165.4% |
| All | +244.4% | +15.0% | +229.4% | +217.2% |
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 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