+26.6%
BA vs NTAP
+575.4%
-548.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | -7.8% | +7.8% | +3.2% |
| 30D | -8.9% | -25.8% | +16.9% | +1.9% |
| 3M | -25.5% | -11.2% | -14.3% | -23.3% |
| 6M | -27.0% | +49.9% | -76.9% | -42.3% |
| YTD | -20.1% | +66.9% | -87.0% | -40.9% |
| 1Y | -11.0% | +58.8% | -69.8% | -32.6% |
| 3Y | -11.8% | +140.8% | -152.7% | -49.7% |
| 5Y | -20.6% | +115.0% | -135.6% | -52.7% |
| 10Y | +26.6% | +570.8% | -544.2% | -50.4% |
| All | +26.6% | +575.4% | -548.8% | -50.4% |
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