+692.8%
GOOGL vs NTAP
+583.1%
+109.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.2% |
| 7D | +3.9% | +7.2% | -3.3% | +1.7% |
| 30D | -14.9% | -18.4% | +3.5% | -9.9% |
| 3M | -14.6% | -11.3% | -3.2% | -12.2% |
| 6M | -26.4% | +53.8% | -80.2% | -38.0% |
| YTD | -5.3% | +72.0% | -77.3% | -23.9% |
| 1Y | +6.5% | +68.0% | -61.6% | -13.8% |
| 3Y | +126.0% | +149.5% | -23.4% | +52.1% |
| 5Y | +100.8% | +125.6% | -24.8% | +38.0% |
| All | +692.8% | +583.1% | +109.7% | +273.4% |
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