+665.4%
BA vs NTAP
+21,414.7%
-20,749.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.7% | +7.2% | -0.9% |
| 7D | -0.1% | -22.5% | +22.4% | +4.0% |
| 30D | -9.1% | -25.7% | +16.6% | -5.0% |
| 3M | -28.2% | -9.0% | -19.2% | -27.5% |
| 6M | -23.1% | +49.2% | -72.3% | -29.2% |
| YTD | -20.6% | +60.6% | -81.1% | -28.0% |
| 1Y | -12.7% | +48.7% | -61.4% | -19.9% |
| 3Y | -11.6% | +135.6% | -147.1% | -25.7% |
| 5Y | -23.1% | +107.8% | -130.9% | -34.2% |
| 10Y | +34.4% | +609.4% | -575.1% | -3.8% |
| All | +665.4% | +21,414.7% | -20,749.3% | +221.4% |
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 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