-32.5%
AAL vs NTAP
+135.7%
-168.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.5% |
| 7D | -0.3% | +3.3% | -3.6% | -1.8% |
| 30D | -19.0% | -0.2% | -18.8% | -19.3% |
| 3M | -5.1% | +11.4% | -16.5% | -10.8% |
| 6M | +15.5% | +88.7% | -73.2% | -20.6% |
| YTD | -15.8% | +78.9% | -94.7% | -40.9% |
| 1Y | -0.3% | +58.8% | -59.1% | -25.1% |
| 3Y | -7.7% | +153.5% | -161.2% | -51.5% |
| 5Y | -32.5% | +136.7% | -169.2% | -64.6% |
| All | -32.5% | +135.7% | -168.2% | -64.6% |
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