-27.6%
AAL vs NTAP
+931.9%
-959.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | +0.4% |
| 7D | -0.1% | +7.2% | -7.3% | -4.0% |
| 30D | +11.7% | -18.4% | +30.1% | +23.7% |
| 3M | -12.5% | -11.3% | -1.2% | -8.7% |
| 6M | +3.6% | +53.8% | -50.1% | -25.2% |
| YTD | -14.1% | +72.0% | -86.1% | -43.0% |
| 1Y | +0.8% | +68.0% | -67.3% | -32.3% |
| 3Y | +11.8% | +149.5% | -137.7% | -43.8% |
| 5Y | -35.1% | +125.6% | -160.7% | -65.6% |
| 10Y | -68.3% | +583.1% | -651.4% | -92.1% |
| All | -27.6% | +931.9% | -959.5% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling