+562.2%
NTAP vs ACGL
+324.4%
+237.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.7% |
| 7D | +7.2% | +2.2% | +5.0% | +6.4% |
| 30D | -18.4% | +12.3% | -30.7% | -22.1% |
| 3M | -11.3% | +11.8% | -23.1% | -15.4% |
| 6M | +53.8% | +17.5% | +36.3% | +43.0% |
| YTD | +72.0% | +14.3% | +57.7% | +60.8% |
| 1Y | +68.0% | +18.2% | +49.9% | +54.8% |
| 3Y | +149.5% | +33.2% | +116.3% | +111.8% |
| 5Y | +125.6% | +174.3% | -48.7% | +30.3% |
| All | +562.2% | +324.4% | +237.8% | +213.8% |
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