+26.8%
BA vs NTAP
+597.8%
-571.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -1.0% |
| 7D | -1.4% | -2.4% | +1.0% | -0.7% |
| 30D | -7.9% | -23.4% | +15.5% | +1.7% |
| 3M | -25.2% | -7.5% | -17.6% | -24.3% |
| 6M | -26.7% | +56.4% | -83.1% | -43.1% |
| YTD | -19.6% | +73.6% | -93.2% | -41.5% |
| 1Y | -10.6% | +68.4% | -79.0% | -34.0% |
| 3Y | -11.2% | +150.6% | -161.8% | -50.2% |
| 5Y | -20.4% | +122.5% | -142.9% | -53.3% |
| 10Y | +26.8% | +589.7% | -563.0% | -51.2% |
| All | +26.8% | +597.8% | -571.0% | -51.2% |
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 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