+52.7%
NTAP vs ACI
-35.6%
+88.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.3% |
| 7D | +2.2% | -5.0% | +7.2% | +2.3% |
| 30D | -7.0% | -2.3% | -4.7% | -7.0% |
| 3M | +12.3% | -23.2% | +35.5% | +12.1% |
| 6M | +85.1% | -29.5% | +114.6% | +85.1% |
| YTD | +74.8% | -28.6% | +103.4% | +73.7% |
| 1Y | +52.7% | -34.0% | +86.7% | +48.6% |
| All | +52.7% | -35.6% | +88.3% | +48.6% |
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