+153.5%
NTAP vs AA
+89.1%
+64.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.2% |
| 7D | +3.3% | +1.7% | +1.6% | +2.9% |
| 30D | -0.2% | +3.3% | -3.5% | -1.1% |
| 3M | +11.4% | -29.4% | +40.8% | +18.6% |
| 6M | +88.7% | -12.8% | +101.5% | +91.3% |
| YTD | +78.9% | -2.1% | +81.1% | +75.9% |
| 1Y | +58.8% | +62.8% | -3.9% | +38.1% |
| 3Y | +153.5% | +90.5% | +63.1% | +106.7% |
| All | +153.5% | +89.1% | +64.4% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling