-1.4%
LOW vs NTAP
+66.6%
-68.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +7.4% |
| 7D | +15.6% | -16.1% | +31.7% | +14.7% |
| 30D | +28.6% | -15.9% | +44.5% | +27.6% |
| 3M | +5.8% | -1.2% | +7.1% | +5.2% |
| 6M | +3.8% | +70.1% | -66.2% | +0.1% |
| YTD | -2.8% | +77.9% | -80.7% | -7.1% |
| 1Y | -1.4% | +68.1% | -69.5% | -5.0% |
| All | -1.4% | +66.6% | -68.0% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling