-27.8%
AAL vs NTAP
+953.5%
-981.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -3.7% | -0.8% | -3.0% | -3.3% |
| 30D | -20.8% | -0.5% | -20.3% | -21.1% |
| 3M | -1.3% | +4.1% | -5.4% | -5.3% |
| 6M | +5.4% | +88.0% | -82.6% | -31.4% |
| YTD | -14.4% | +75.6% | -89.9% | -42.5% |
| 1Y | +2.1% | +58.9% | -56.8% | -27.3% |
| 3Y | -10.6% | +153.6% | -164.1% | -54.4% |
| 5Y | -32.2% | +127.6% | -159.9% | -63.5% |
| 10Y | -62.7% | +580.4% | -643.1% | -90.5% |
| All | -27.8% | +953.5% | -981.4% | -90.4% |
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