+92.7%
NXT vs APTV
-56.4%
+149.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.7% |
| 7D | -0.2% | -1.2% | +0.9% | +0.1% |
| 30D | -20.0% | -10.6% | -9.3% | -16.9% |
| 3M | -30.9% | -35.0% | +4.1% | -20.6% |
| 6M | -23.8% | -38.9% | +15.1% | -11.2% |
| YTD | -5.4% | -41.5% | +36.1% | +11.5% |
| 1Y | +28.0% | -45.8% | +73.9% | +54.6% |
| All | +92.7% | -56.4% | +149.1% | +151.5% |
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