-0.9%
BA vs NTAP
+128.6%
-129.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.2% | -0.8% | +1.9% | +1.4% |
| 30D | -11.6% | -0.5% | -11.1% | -11.7% |
| 3M | -2.4% | +4.1% | -6.4% | -4.2% |
| 6M | -6.6% | +88.0% | -94.6% | -27.3% |
| YTD | -2.2% | +75.6% | -77.8% | -22.4% |
| 1Y | -8.0% | +58.9% | -66.9% | -24.2% |
| 3Y | -5.0% | +153.6% | -158.6% | -41.6% |
| All | -0.9% | +128.6% | -129.6% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling