+1,254.4%
AAPL vs NTAP
+591.7%
+662.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | -0.5% | -1.0% | +0.5% | -0.2% |
| 30D | +7.1% | -7.5% | +14.6% | +9.7% |
| 3M | +12.1% | +14.6% | -2.5% | +5.7% |
| 6M | +25.4% | +91.0% | -65.6% | -4.3% |
| YTD | +20.5% | +73.7% | -53.2% | -5.1% |
| 1Y | +44.5% | +51.2% | -6.7% | +19.6% |
| 3Y | +85.8% | +146.1% | -60.4% | +20.9% |
| 5Y | +124.8% | +122.8% | +1.9% | +49.5% |
| All | +1,254.4% | +591.7% | +662.6% | +520.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling