+272.3%
ALAB vs NTAP
+86.6%
+185.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.8% | +3.6% |
| 7D | +3.4% | -2.4% | +5.8% | +6.8% |
| 30D | -28.8% | -23.4% | -5.3% | -11.5% |
| 3M | -26.0% | -7.5% | -18.5% | -20.1% |
| 6M | +11.4% | +56.4% | -45.0% | -24.6% |
| YTD | +38.8% | +73.6% | -34.8% | -15.7% |
| 1Y | +37.8% | +68.4% | -30.6% | -14.0% |
| All | +272.3% | +86.6% | +185.7% | +85.7% |
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 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