-10.1%
BA vs NTAP
+135.3%
-145.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.1% | -15.1% | +16.1% | +3.9% |
| 30D | -7.9% | -28.1% | +20.2% | -2.5% |
| 3M | -25.3% | -11.4% | -13.9% | -24.4% |
| 6M | -24.6% | +52.2% | -76.8% | -33.2% |
| YTD | -20.1% | +60.4% | -80.6% | -30.7% |
| 1Y | -11.8% | +51.0% | -62.8% | -22.2% |
| 3Y | -10.1% | +135.6% | -145.7% | -27.6% |
| All | -10.1% | +135.3% | -145.4% | -27.6% |
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