-7.7%
AAL vs NTAP
+153.4%
-161.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.3% |
| 7D | -0.3% | +3.3% | -3.6% | -1.5% |
| 30D | -19.0% | -0.2% | -18.8% | -19.2% |
| 3M | -5.1% | +11.4% | -16.5% | -9.4% |
| 6M | +15.5% | +88.7% | -73.2% | -14.5% |
| YTD | -15.8% | +78.9% | -94.7% | -36.5% |
| 1Y | -0.3% | +58.8% | -59.1% | -20.3% |
| 3Y | -7.7% | +153.5% | -161.2% | -37.8% |
| All | -7.7% | +153.4% | -161.1% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling