+368.5%
NTAP vs ACI
+34.0%
+334.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | -7.8% | -0.6% | -7.1% | -7.7% |
| 30D | -25.8% | +9.5% | -35.3% | -26.4% |
| 3M | -11.2% | +10.1% | -21.3% | -12.1% |
| 6M | +49.9% | -15.4% | +65.3% | +51.2% |
| YTD | +66.9% | -19.5% | +86.4% | +68.8% |
| 1Y | +58.8% | -21.0% | +79.8% | +60.9% |
| 3Y | +140.8% | -31.2% | +172.0% | +145.9% |
| 5Y | +115.0% | -40.6% | +155.6% | +120.5% |
| All | +368.5% | +34.0% | +334.5% | +349.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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