+126.0%
GOOGL vs NTAP
+148.4%
-22.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.6% |
| 7D | +3.9% | +7.2% | -3.3% | +2.6% |
| 30D | -14.9% | -18.4% | +3.5% | -12.1% |
| 3M | -14.6% | -11.3% | -3.2% | -13.1% |
| 6M | -26.4% | +53.8% | -80.2% | -33.0% |
| YTD | -5.3% | +72.0% | -77.3% | -16.3% |
| 1Y | +6.5% | +68.0% | -61.6% | -5.4% |
| 3Y | +126.0% | +149.5% | -23.4% | +99.4% |
| All | +126.0% | +148.4% | -22.4% | +99.4% |
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 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