+7,549.6%
LOW vs NTAP
+23,869.3%
-16,319.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | +0.4% | +3.3% | -2.9% | -0.2% |
| 30D | -10.1% | -0.2% | -9.9% | -10.2% |
| 3M | -2.9% | +11.4% | -14.2% | -4.9% |
| 6M | -19.4% | +88.7% | -108.1% | -28.3% |
| YTD | -15.4% | +78.9% | -94.4% | -24.3% |
| 1Y | -24.9% | +58.8% | -83.8% | -31.6% |
| 3Y | -7.8% | +153.5% | -161.4% | -23.3% |
| 5Y | +8.4% | +136.7% | -128.3% | -9.2% |
| 10Y | +226.8% | +590.2% | -363.4% | +126.5% |
| All | +7,549.6% | +23,869.3% | -16,319.7% | +2,620.9% |
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