+243.2%
INTC vs NTAP
+591.7%
-348.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.3% |
| 7D | +9.4% | -1.0% | +10.4% | +10.0% |
| 30D | +2.7% | -7.5% | +10.2% | +6.3% |
| 3M | -6.3% | +14.6% | -20.9% | -12.2% |
| 6M | +114.5% | +91.0% | +23.4% | +54.6% |
| YTD | +171.9% | +73.7% | +98.2% | +103.5% |
| 1Y | +305.0% | +51.2% | +253.8% | +224.1% |
| 3Y | +168.3% | +146.1% | +22.2% | +65.8% |
| 5Y | +102.3% | +122.8% | -20.5% | +28.4% |
| All | +243.2% | +591.7% | -348.6% | +33.4% |
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 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