+215.4%
C vs NTAP
+23,420.6%
-23,205.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +3.6% | -0.8% | +4.4% | +3.8% |
| 30D | +0.1% | -0.5% | +0.6% | +0.1% |
| 3M | +2.4% | +4.1% | -1.7% | +0.9% |
| 6M | +24.9% | +88.0% | -63.0% | +5.4% |
| YTD | +19.8% | +75.6% | -55.8% | +2.6% |
| 1Y | +44.9% | +58.9% | -14.1% | +26.9% |
| 3Y | +263.0% | +153.6% | +109.4% | +179.8% |
| 5Y | +129.5% | +127.6% | +1.9% | +80.5% |
| 10Y | +291.6% | +580.4% | -288.8% | +135.5% |
| All | +215.4% | +23,420.6% | -23,205.2% | -17.5% |
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 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