+111.9%
INTC vs NTAP
+583.1%
-471.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -1.3% |
| 7D | +6.0% | +7.2% | -1.2% | +2.6% |
| 30D | -39.2% | -18.4% | -20.8% | -31.8% |
| 3M | -42.9% | -11.3% | -31.6% | -38.6% |
| 6M | -50.4% | +53.8% | -104.2% | -59.7% |
| YTD | +61.7% | +72.0% | -10.3% | +23.7% |
| 1Y | +66.1% | +68.0% | -1.9% | +28.7% |
| 3Y | +58.1% | +149.5% | -91.3% | -1.4% |
| 5Y | +27.9% | +125.6% | -97.7% | -17.9% |
| All | +111.9% | +583.1% | -471.2% | -15.8% |
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