+135.6%
NTAP vs ACGL
+31.5%
+104.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | -0.2% |
| 7D | -15.1% | +0.9% | -15.9% | -15.0% |
| 30D | -28.1% | +13.7% | -41.8% | -28.1% |
| 3M | -11.4% | +8.0% | -19.5% | -11.3% |
| 6M | +52.2% | +13.3% | +38.9% | +52.5% |
| YTD | +60.4% | +11.8% | +48.6% | +60.7% |
| 1Y | +51.0% | +22.2% | +28.8% | +49.5% |
| 3Y | +135.6% | +32.5% | +103.1% | +137.0% |
| All | +135.6% | +31.5% | +104.1% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling