+109.8%
AAPL vs NTAP
+129.9%
-20.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -3.0% | +2.2% | -5.2% | -3.6% |
| 30D | +2.3% | -7.0% | +9.3% | +4.3% |
| 3M | +8.6% | +12.3% | -3.7% | +3.8% |
| 6M | +21.6% | +85.1% | -63.6% | -4.9% |
| YTD | +16.3% | +74.8% | -58.5% | -7.4% |
| 1Y | +35.1% | +52.7% | -17.6% | +13.0% |
| 3Y | +79.4% | +147.7% | -68.3% | +13.4% |
| 5Y | +109.8% | +124.8% | -14.9% | +30.4% |
| All | +109.8% | +129.9% | -20.1% | +30.4% |
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 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