+52.7%
NTAP vs AA
+58.8%
-6.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -2.1% |
| 7D | +2.2% | -0.6% | +2.8% | +2.3% |
| 30D | -7.0% | -1.6% | -5.5% | -7.0% |
| 3M | +12.3% | -29.8% | +42.1% | +17.2% |
| 6M | +85.1% | -16.6% | +101.7% | +89.2% |
| YTD | +74.8% | -4.0% | +78.8% | +75.5% |
| 1Y | +52.7% | +63.5% | -10.8% | +46.8% |
| All | +52.7% | +58.8% | -6.2% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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