+23.0%
C vs NTAP
+56.4%
-33.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -0.4% | -7.8% | +7.4% | +0.6% |
| 30D | -5.2% | -25.8% | +20.6% | -2.0% |
| 3M | -9.1% | -11.2% | +2.2% | -8.0% |
| 6M | -1.6% | +49.9% | -51.5% | -8.8% |
| YTD | +6.9% | +66.9% | -59.9% | -4.3% |
| 1Y | +23.0% | +58.8% | -35.9% | +11.5% |
| All | +23.0% | +56.4% | -33.4% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling