+13,507.3%
GOOGL vs NTAP
+1,191.1%
+12,316.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.3% | -0.8% | -1.5% | -2.1% |
| 30D | -6.6% | -0.5% | -6.0% | -6.6% |
| 3M | -8.9% | +4.1% | -13.0% | -10.6% |
| 6M | +11.9% | +88.0% | -76.1% | -10.5% |
| YTD | +8.3% | +75.6% | -67.2% | -11.9% |
| 1Y | +46.2% | +58.9% | -12.7% | +22.6% |
| 3Y | +151.9% | +153.6% | -1.7% | +75.7% |
| 5Y | +137.7% | +127.6% | +10.1% | +70.0% |
| 10Y | +757.6% | +580.4% | +177.2% | +306.3% |
| All | +13,507.3% | +1,191.1% | +12,316.1% | +4,279.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling