+754.2%
NTAP vs A
+457.0%
+297.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -0.8% | -1.9% | +1.2% | +0.3% |
| 30D | -0.5% | +6.9% | -7.5% | -4.6% |
| 3M | +4.1% | +9.2% | -5.2% | -1.8% |
| 6M | +88.0% | +25.7% | +62.3% | +61.1% |
| YTD | +75.6% | +11.5% | +64.0% | +61.0% |
| 1Y | +58.9% | +18.4% | +40.6% | +40.0% |
| 3Y | +153.6% | +26.6% | +127.0% | +107.2% |
| 5Y | +127.6% | -12.8% | +140.5% | +122.8% |
| 10Y | +580.4% | +247.2% | +333.2% | +190.7% |
| All | +754.2% | +457.0% | +297.1% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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