+177.4%
NXT vs APD
+13.7%
+163.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | -1.1% | -2.2% | +1.1% | -0.4% |
| 30D | -15.3% | +2.1% | -17.4% | -16.0% |
| 3M | -43.8% | +7.2% | -51.0% | -45.3% |
| 6M | -18.7% | +11.2% | -29.9% | -21.9% |
| YTD | -3.0% | +24.4% | -27.4% | -10.6% |
| 1Y | +22.7% | +6.7% | +16.1% | +19.7% |
| 3Y | +95.9% | +9.2% | +86.7% | +86.8% |
| All | +177.4% | +13.7% | +163.7% | +156.6% |
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