-5.9%
ABT vs NTAP
+66.6%
-72.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +5.4% |
| 7D | +12.5% | -16.1% | +28.6% | +11.2% |
| 30D | +16.1% | -15.9% | +32.0% | +14.9% |
| 3M | +10.2% | -1.2% | +11.4% | +10.1% |
| 6M | +33.7% | +70.1% | -36.3% | +36.3% |
| YTD | -5.5% | +77.9% | -83.5% | -2.7% |
| 1Y | -5.9% | +68.1% | -74.0% | -3.2% |
| All | -5.9% | +66.6% | -72.5% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling