+207.4%
ALAB vs NTAP
+72.4%
+135.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.4% | +6.4% |
| 7D | -26.3% | -15.1% | -11.2% | -15.3% |
| 30D | -50.1% | -28.1% | -22.0% | -35.0% |
| 3M | -42.5% | -11.4% | -31.0% | -36.0% |
| 6M | -10.8% | +52.2% | -63.1% | -39.2% |
| YTD | +14.6% | +60.4% | -45.8% | -26.2% |
| 1Y | +17.1% | +51.0% | -33.9% | -20.1% |
| All | +207.4% | +72.4% | +135.1% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling