+13,447.0%
GOOG vs NTAP
+1,215.8%
+12,231.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.6% |
| 7D | +1.1% | +3.3% | -2.2% | +0.1% |
| 30D | -5.1% | -0.2% | -4.9% | -5.2% |
| 3M | -7.1% | +11.4% | -18.5% | -10.6% |
| 6M | +12.7% | +88.7% | -76.0% | -9.9% |
| YTD | +7.1% | +78.9% | -71.8% | -13.4% |
| 1Y | +43.6% | +58.8% | -15.2% | +20.4% |
| 3Y | +146.8% | +153.5% | -6.8% | +72.2% |
| 5Y | +133.7% | +136.7% | -3.1% | +65.1% |
| 10Y | +773.3% | +590.2% | +183.1% | +311.3% |
| All | +13,447.0% | +1,215.8% | +12,231.2% | +4,229.2% |
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