+101.1%
GOOGL vs NTAP
+124.7%
-23.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.3% |
| 7D | +3.9% | +7.2% | -3.3% | +1.9% |
| 30D | -14.9% | -18.4% | +3.5% | -10.3% |
| 3M | -14.6% | -11.3% | -3.2% | -12.4% |
| 6M | -26.4% | +53.8% | -80.2% | -37.6% |
| YTD | -5.3% | +72.0% | -77.3% | -23.5% |
| 1Y | +6.5% | +68.0% | -61.6% | -13.3% |
| 3Y | +126.0% | +149.5% | -23.4% | +44.7% |
| All | +101.1% | +124.7% | -23.6% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling