+684.3%
BAC vs NTAP
+23,420.6%
-22,736.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | -0.4% | -0.5% | +0.1% | -0.4% |
| 3M | +16.9% | +4.1% | +12.8% | +15.5% |
| 6M | +26.6% | +88.0% | -61.3% | +9.7% |
| YTD | +15.8% | +75.6% | -59.8% | +1.5% |
| 1Y | +27.2% | +58.9% | -31.7% | +13.6% |
| 3Y | +132.4% | +153.6% | -21.2% | +85.5% |
| 5Y | +72.6% | +127.6% | -55.1% | +40.1% |
| 10Y | +389.7% | +580.4% | -190.6% | +216.1% |
| All | +684.3% | +23,420.6% | -22,736.3% | +175.8% |
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