+145.1%
NTAP vs AA
+67.3%
+77.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.8% | -1.7% | +2.9% |
| 7D | -5.0% | +4.8% | -9.8% | -5.8% |
| 30D | -25.8% | -0.6% | -25.1% | -25.7% |
| 3M | -6.9% | -16.3% | +9.4% | -4.0% |
| 6M | +50.0% | -33.4% | +83.4% | +61.4% |
| YTD | +66.9% | -20.7% | +87.6% | +70.6% |
| 1Y | +58.3% | +12.9% | +45.3% | +48.7% |
| 3Y | +145.1% | +75.7% | +69.4% | +101.7% |
| All | +145.1% | +67.3% | +77.8% | +101.7% |
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