+570.8%
NTAP vs ACGL
+332.0%
+238.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.4% |
| 7D | -7.8% | +1.3% | -9.0% | -8.2% |
| 30D | -25.8% | +14.2% | -40.0% | -29.6% |
| 3M | -11.2% | +11.1% | -22.3% | -15.1% |
| 6M | +49.9% | +16.4% | +33.6% | +39.9% |
| YTD | +66.9% | +13.8% | +53.1% | +56.3% |
| 1Y | +58.8% | +21.6% | +37.3% | +44.6% |
| 3Y | +140.8% | +33.5% | +107.3% | +104.0% |
| 5Y | +115.0% | +174.8% | -59.9% | +23.9% |
| 10Y | +570.8% | +330.4% | +240.4% | +212.2% |
| All | +570.8% | +332.0% | +238.8% | +212.2% |
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