+2,376.7%
ABT vs NTAP
+23,420.6%
-21,043.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.7% | -0.8% | -2.9% | -3.6% |
| 30D | +2.5% | -0.5% | +3.0% | +2.5% |
| 3M | +20.2% | +4.1% | +16.1% | +19.6% |
| 6M | -2.9% | +88.0% | -90.9% | -7.6% |
| YTD | -11.9% | +75.6% | -87.5% | -15.9% |
| 1Y | -16.5% | +58.9% | -75.5% | -19.8% |
| 3Y | +12.1% | +153.6% | -141.5% | +3.3% |
| 5Y | -7.4% | +127.6% | -135.1% | -14.4% |
| 10Y | +210.7% | +580.4% | -369.7% | +165.4% |
| All | +2,376.7% | +23,420.6% | -21,043.9% | +1,398.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling