+267.2%
ALAB vs NTAP
+89.6%
+177.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -2.6% |
| 7D | +26.9% | +9.9% | +17.1% | +18.2% |
| 30D | -30.0% | -22.1% | -7.9% | -14.2% |
| 3M | -28.5% | -7.7% | -20.9% | -22.9% |
| 6M | +11.4% | +60.9% | -49.5% | -26.4% |
| YTD | +36.9% | +76.4% | -39.5% | -18.0% |
| 1Y | +44.4% | +69.3% | -25.0% | -10.1% |
| All | +267.2% | +89.6% | +177.6% | +80.8% |
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 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