+88.5%
ACN vs NTAP
+581.2%
-492.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.0% |
| 7D | -6.3% | +2.2% | -8.5% | -7.0% |
| 30D | -1.4% | -7.0% | +5.7% | +0.7% |
| 3M | +2.6% | +12.3% | -9.7% | -2.5% |
| 6M | -14.3% | +85.1% | -99.4% | -32.7% |
| YTD | -33.1% | +74.8% | -107.9% | -46.6% |
| 1Y | -28.8% | +52.7% | -81.5% | -40.4% |
| 3Y | -43.0% | +147.7% | -190.6% | -61.7% |
| 5Y | -44.0% | +124.8% | -168.8% | -61.7% |
| 10Y | +88.5% | +589.7% | -501.2% | -12.5% |
| All | +88.5% | +581.2% | -492.6% | -12.5% |
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