+243.2%
NTAP vs ABCL
-81.3%
+324.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -0.8% | +0.7% | -1.5% | -0.8% |
| 30D | -0.5% | +93.1% | -93.6% | -8.8% |
| 3M | +4.1% | +79.4% | -75.4% | -4.3% |
| 6M | +88.0% | +214.9% | -126.9% | +61.4% |
| YTD | +75.6% | +234.2% | -158.6% | +48.7% |
| 1Y | +58.9% | +174.8% | -115.8% | +36.6% |
| 3Y | +153.6% | +104.5% | +49.1% | +114.6% |
| 5Y | +127.6% | -39.0% | +166.7% | +104.4% |
| All | +243.2% | -81.3% | +324.4% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling