+145.8%
GOOG vs NTAP
+165.5%
-19.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -7.0% | 0.0% |
| 7D | 0.0% | +7.4% | -7.3% | -1.2% |
| 30D | -2.0% | -1.4% | -0.6% | -1.8% |
| 3M | -5.9% | +24.6% | -30.4% | -9.7% |
| 6M | +8.9% | +105.9% | -97.0% | -7.2% |
| YTD | +7.1% | +88.5% | -81.4% | -7.1% |
| 1Y | +39.7% | +62.1% | -22.4% | +25.6% |
| 3Y | +145.8% | +169.1% | -23.2% | +100.1% |
| All | +145.8% | +165.5% | -19.7% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling