+19,472.4%
NTAP vs AA
+94.5%
+19,377.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +3.2% |
| 7D | -2.4% | +1.1% | -3.6% | -2.7% |
| 30D | -23.4% | -1.3% | -22.2% | -23.1% |
| 3M | -7.5% | -23.9% | +16.4% | +0.4% |
| 6M | +56.4% | -36.8% | +93.2% | +78.4% |
| YTD | +73.6% | -22.2% | +95.8% | +80.5% |
| 1Y | +68.4% | +10.4% | +58.0% | +54.8% |
| 3Y | +150.6% | +72.0% | +78.6% | +82.8% |
| 5Y | +122.5% | -15.6% | +138.1% | +85.9% |
| 10Y | +589.7% | +47.8% | +541.9% | +271.5% |
| All | +19,472.4% | +94.5% | +19,377.9% | +7,060.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling