+234.1%
ABT vs NTAP
+583.1%
-349.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.6% |
| 7D | -1.3% | +7.2% | -8.5% | -2.5% |
| 30D | +6.0% | -18.4% | +24.4% | +9.3% |
| 3M | -1.9% | -11.3% | +9.5% | -0.8% |
| 6M | +31.2% | +53.8% | -22.6% | +17.7% |
| YTD | -11.2% | +72.0% | -83.2% | -22.7% |
| 1Y | -14.0% | +68.0% | -82.0% | -24.8% |
| 3Y | +20.7% | +149.5% | -128.8% | -8.6% |
| 5Y | -6.7% | +125.6% | -132.3% | -28.7% |
| All | +234.1% | +583.1% | -349.0% | +85.4% |
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 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