+143.8%
GOOGL vs NTAP
+146.1%
-2.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -1.9% | +2.2% | -4.1% | -2.2% |
| 30D | -7.5% | -7.0% | -0.4% | -6.3% |
| 3M | -9.2% | +12.3% | -21.5% | -11.3% |
| 6M | +8.1% | +85.1% | -77.1% | -6.1% |
| YTD | +5.8% | +74.8% | -68.9% | -7.0% |
| 1Y | +38.3% | +52.7% | -14.3% | +25.6% |
| All | +143.8% | +146.1% | -2.3% | +100.6% |
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