+58.8%
NTAP vs ACI
-21.6%
+80.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | -7.8% | -0.6% | -7.1% | -7.7% |
| 30D | -25.8% | +9.5% | -35.3% | -25.6% |
| 3M | -11.2% | +10.1% | -21.3% | -11.1% |
| 6M | +49.9% | -15.4% | +65.3% | +48.4% |
| YTD | +66.9% | -19.5% | +86.4% | +63.1% |
| 1Y | +58.8% | -21.0% | +79.8% | +55.1% |
| All | +58.8% | -21.6% | +80.4% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling