+122.5%
NTAP vs ACGL
+174.9%
-52.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.0% | +4.0% |
| 7D | -2.4% | -1.4% | -1.1% | -2.3% |
| 30D | -23.4% | +12.4% | -35.8% | -24.8% |
| 3M | -7.5% | +11.1% | -18.6% | -9.1% |
| 6M | +56.4% | +16.3% | +40.0% | +52.3% |
| YTD | +73.6% | +13.8% | +59.8% | +69.4% |
| 1Y | +68.4% | +20.4% | +48.0% | +62.1% |
| 3Y | +150.6% | +33.6% | +117.0% | +131.8% |
| 5Y | +122.5% | +176.8% | -54.4% | +51.2% |
| All | +122.5% | +174.9% | -52.5% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling