+248.5%
ALAB vs NTAP
+79.3%
+169.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -7.5% | -7.8% | +0.3% | -0.2% |
| 30D | -36.8% | -25.8% | -11.0% | -19.6% |
| 3M | -31.9% | -11.2% | -20.6% | -24.1% |
| 6M | +8.2% | +49.9% | -41.7% | -24.3% |
| YTD | +29.9% | +66.9% | -36.9% | -18.7% |
| 1Y | +24.4% | +58.8% | -34.4% | -18.4% |
| All | +248.5% | +79.3% | +169.2% | +79.2% |
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