-34.6%
AAL vs NTAP
+114.4%
-149.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.3% |
| 7D | +10.1% | -7.8% | +17.8% | +13.8% |
| 30D | +10.6% | -25.8% | +36.4% | +24.8% |
| 3M | -5.9% | -11.2% | +5.3% | -2.8% |
| 6M | +5.7% | +49.9% | -44.2% | -19.0% |
| YTD | -8.0% | +66.9% | -74.8% | -34.5% |
| 1Y | +6.0% | +58.8% | -52.8% | -22.5% |
| 3Y | +19.6% | +140.8% | -121.2% | -37.4% |
| 5Y | -34.6% | +115.0% | -149.6% | -64.8% |
| All | -34.6% | +114.4% | -149.0% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling