+740.7%
GOOGL vs NTAP
+591.7%
+148.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -2.8% | -1.0% | -1.9% | -2.5% |
| 30D | -3.2% | -7.5% | +4.3% | -1.0% |
| 3M | -6.6% | +14.6% | -21.2% | -10.9% |
| 6M | +8.5% | +91.0% | -82.5% | -14.4% |
| YTD | +6.5% | +73.7% | -67.2% | -13.8% |
| 1Y | +39.4% | +51.2% | -11.8% | +18.2% |
| 3Y | +146.2% | +146.1% | +0.1% | +68.7% |
| 5Y | +138.3% | +122.8% | +15.5% | +66.2% |
| All | +740.7% | +591.7% | +148.9% | +302.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling