+576.6%
NTAP vs ACGL
+332.3%
+244.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.8% |
| 7D | -5.0% | -1.1% | -3.9% | -4.6% |
| 30D | -25.8% | +13.1% | -38.9% | -29.4% |
| 3M | -6.9% | +9.8% | -16.7% | -10.6% |
| 6M | +50.0% | +15.3% | +34.7% | +40.5% |
| YTD | +66.9% | +12.7% | +54.2% | +56.9% |
| 1Y | +58.3% | +20.7% | +37.5% | +44.4% |
| 3Y | +145.1% | +34.3% | +110.8% | +106.9% |
| 5Y | +114.2% | +170.6% | -56.4% | +24.3% |
| 10Y | +576.6% | +330.6% | +246.0% | +215.6% |
| All | +576.6% | +332.3% | +244.2% | +215.6% |
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