+20.7%
ABT vs NTAP
+148.4%
-127.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.1% |
| 7D | -1.3% | +7.2% | -8.5% | -1.1% |
| 30D | +6.0% | -18.4% | +24.4% | +5.6% |
| 3M | -1.9% | -11.3% | +9.5% | -2.1% |
| 6M | +31.2% | +53.8% | -22.6% | +30.7% |
| YTD | -11.2% | +72.0% | -83.2% | -11.7% |
| 1Y | -14.0% | +68.0% | -82.0% | -14.4% |
| 3Y | +20.7% | +149.5% | -128.8% | +15.6% |
| All | +20.7% | +148.4% | -127.7% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling