+105.6%
NTAP vs ABCL
-21.8%
+127.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.7% | -6.9% | -1.1% |
| 7D | -15.1% | -3.2% | -11.9% | -14.6% |
| 30D | -28.1% | -7.4% | -20.7% | -27.3% |
| 3M | -11.4% | +81.9% | -93.4% | -19.5% |
| 6M | +52.2% | +135.7% | -83.5% | +31.9% |
| YTD | +60.4% | +247.4% | -187.0% | +30.3% |
| 1Y | +51.0% | +162.3% | -111.3% | +27.1% |
| 3Y | +135.6% | +165.5% | -29.9% | +86.1% |
| All | +105.6% | -21.8% | +127.4% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling