+68.1%
NTAP vs ACGL
+28.7%
+39.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -0.3% |
| 7D | -16.1% | +8.0% | -24.1% | -12.7% |
| 30D | -15.9% | +17.3% | -33.2% | -9.6% |
| 3M | -1.2% | +11.2% | -12.5% | +4.4% |
| 6M | +70.1% | +18.2% | +51.9% | +87.9% |
| YTD | +77.9% | +15.4% | +62.6% | +97.3% |
| 1Y | +68.1% | +26.5% | +41.6% | +92.4% |
| All | +68.1% | +28.7% | +39.4% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling