+680.4%
NTAP vs A
+546.2%
+134.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -1.1% |
| 7D | -15.1% | -0.1% | -15.0% | -14.9% |
| 30D | -28.1% | +3.4% | -31.4% | -29.2% |
| 3M | -11.4% | +23.8% | -35.3% | -21.9% |
| 6M | +52.2% | +49.0% | +3.2% | +18.7% |
| YTD | +60.4% | +29.4% | +31.0% | +35.1% |
| 1Y | +51.0% | +19.4% | +31.6% | +33.0% |
| 3Y | +135.6% | +66.2% | +69.4% | +65.2% |
| 5Y | +107.5% | +15.8% | +91.7% | +72.8% |
| 10Y | +608.6% | +326.1% | +282.5% | +170.0% |
| All | +680.4% | +546.2% | +134.2% | +88.5% |
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