+534.2%
BAC vs NTAP
+22,254.3%
-21,720.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.1% | -7.8% | +9.8% | +3.7% |
| 30D | -6.7% | -25.8% | +19.1% | -1.1% |
| 3M | -20.2% | -11.2% | -9.0% | -18.7% |
| 6M | -0.2% | +49.9% | -50.1% | -9.6% |
| YTD | -6.4% | +66.9% | -73.2% | -17.5% |
| 1Y | -3.1% | +58.8% | -61.9% | -13.8% |
| 3Y | +96.7% | +140.8% | -44.1% | +57.9% |
| 5Y | +21.3% | +115.0% | -93.7% | -0.8% |
| 10Y | +237.7% | +570.8% | -333.1% | +117.9% |
| All | +534.2% | +22,254.3% | -21,720.1% | +124.3% |
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