+3.6%
GOOG vs NTAP
+66.6%
-63.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.9% | +3.4% |
| 7D | -10.7% | -16.1% | +5.3% | -9.4% |
| 30D | -16.4% | -15.9% | -0.5% | -15.2% |
| 3M | -23.4% | -1.2% | -22.2% | -23.1% |
| 6M | -24.2% | +70.1% | -94.3% | -27.2% |
| YTD | -8.3% | +77.9% | -86.2% | -11.6% |
| 1Y | +3.6% | +68.1% | -64.5% | +2.3% |
| All | +3.6% | +66.6% | -63.0% | +2.3% |
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 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