+589.7%
NTAP vs ACGL
+329.5%
+260.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.0% | +4.0% |
| 7D | -2.4% | -1.4% | -1.1% | -2.0% |
| 30D | -23.4% | +12.4% | -35.8% | -27.0% |
| 3M | -7.5% | +11.1% | -18.6% | -11.6% |
| 6M | +56.4% | +16.3% | +40.0% | +45.9% |
| YTD | +73.6% | +13.8% | +59.8% | +62.6% |
| 1Y | +68.4% | +20.4% | +48.0% | +53.9% |
| 3Y | +150.6% | +33.6% | +117.0% | +112.3% |
| 5Y | +122.5% | +176.8% | -54.4% | +27.8% |
| 10Y | +589.7% | +324.6% | +265.1% | +229.1% |
| All | +589.7% | +329.5% | +260.3% | +229.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling