+105.6%
NTAP vs ACGL
+159.2%
-53.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | -15.1% | +0.9% | -15.9% | -15.2% |
| 30D | -28.1% | +13.7% | -41.8% | -29.5% |
| 3M | -11.4% | +8.0% | -19.5% | -12.6% |
| 6M | +52.2% | +13.3% | +38.9% | +48.8% |
| YTD | +60.4% | +11.8% | +48.6% | +56.9% |
| 1Y | +51.0% | +22.2% | +28.8% | +44.6% |
| 3Y | +135.6% | +32.5% | +103.1% | +117.8% |
| All | +105.6% | +159.2% | -53.6% | +41.4% |
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