+239.4%
NTAP vs ABCL
-80.4%
+319.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.1% | +8.1% | +4.6% |
| 7D | -2.4% | -2.7% | +0.3% | -2.1% |
| 30D | -23.4% | -5.4% | -18.0% | -22.9% |
| 3M | -7.5% | +22.4% | -30.0% | -10.2% |
| 6M | +56.4% | +127.6% | -71.3% | +39.3% |
| YTD | +73.6% | +249.4% | -175.8% | +46.0% |
| 1Y | +68.4% | +198.0% | -129.6% | +43.9% |
| 3Y | +150.6% | +195.8% | -45.2% | +104.3% |
| 5Y | +122.5% | -20.6% | +143.1% | +97.0% |
| All | +239.4% | -80.4% | +319.8% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling