+98.1%
AGG vs NTAP
+1,174.9%
-1,076.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.1% |
| 7D | +0.1% | +3.3% | -3.1% | +0.1% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | -0.3% | +11.4% | -11.7% | -0.2% |
| 6M | -1.2% | +88.7% | -89.9% | -0.9% |
| YTD | -0.4% | +78.9% | -79.3% | -0.1% |
| 1Y | +0.4% | +58.8% | -58.4% | +0.6% |
| 3Y | +13.4% | +153.5% | -140.1% | +14.0% |
| 5Y | -1.4% | +136.7% | -138.2% | -0.9% |
| 10Y | +14.8% | +590.2% | -575.4% | +16.9% |
| All | +98.1% | +1,174.9% | -1,076.8% | +104.7% |
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