+8.5%
AAL vs NTAP
+66.4%
-57.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.1% | -0.6% |
| 7D | +3.4% | -2.4% | +5.9% | +3.7% |
| 30D | +11.7% | -23.4% | +35.2% | +15.1% |
| 3M | -7.8% | -7.5% | -0.3% | -7.2% |
| 6M | +10.2% | +56.4% | -46.1% | -0.4% |
| YTD | -8.0% | +73.6% | -81.6% | -19.5% |
| 1Y | +8.5% | +68.4% | -59.8% | -4.0% |
| All | +8.5% | +66.4% | -57.9% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling