+226.2%
NTAP vs ABCL
-79.6%
+305.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -7.8% | +2.3% | -10.1% | -8.0% |
| 30D | -25.8% | -0.7% | -25.1% | -25.7% |
| 3M | -11.2% | +33.4% | -44.6% | -14.7% |
| 6M | +49.9% | +137.8% | -87.9% | +32.9% |
| YTD | +66.9% | +264.3% | -197.5% | +39.6% |
| 1Y | +58.8% | +209.2% | -150.3% | +35.2% |
| 3Y | +140.8% | +208.4% | -67.6% | +95.3% |
| 5Y | +115.0% | -11.9% | +126.9% | +88.9% |
| All | +226.2% | -79.6% | +305.7% | +206.0% |
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