+2,361.1%
ACN vs NTAP
+2,259.1%
+102.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -5.9% | -2.9% |
| 7D | -4.0% | -2.4% | -1.6% | -3.7% |
| 30D | +19.0% | -23.4% | +42.4% | +26.0% |
| 3M | +42.2% | -7.5% | +49.7% | +42.7% |
| 6M | +50.1% | +56.4% | -6.2% | +29.6% |
| YTD | -2.7% | +73.6% | -76.4% | -18.5% |
| 1Y | +7.6% | +68.4% | -60.8% | -9.2% |
| 3Y | -15.9% | +150.6% | -166.5% | -37.5% |
| 5Y | -24.4% | +122.5% | -146.8% | -42.4% |
| 10Y | +151.4% | +589.7% | -438.3% | +38.9% |
| All | +2,361.1% | +2,259.1% | +102.1% | +661.8% |
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