+192.7%
NXT vs APTV
-47.9%
+240.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -5.7% | -8.9% | +3.2% | -2.6% |
| 30D | +18.5% | -9.5% | +28.0% | +22.6% |
| 3M | -4.1% | -20.6% | +16.5% | +3.6% |
| 6M | -20.3% | -28.9% | +8.5% | -10.9% |
| YTD | +15.5% | -48.2% | +63.7% | +42.5% |
| 1Y | -5.0% | -51.7% | +46.8% | +19.9% |
| All | +192.7% | -47.9% | +240.5% | +225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 3y: compounded portfolio wealth divided by compounded APTV 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…
3y analysis · Full analysis span regression · 6 months rolling