+105.6%
NTAP vs ACI
-43.3%
+149.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.1% |
| 7D | -15.1% | -2.2% | -12.8% | -14.9% |
| 30D | -28.1% | +10.3% | -38.4% | -28.7% |
| 3M | -11.4% | +7.2% | -18.6% | -12.1% |
| 6M | +52.2% | -18.0% | +70.2% | +53.8% |
| YTD | +60.4% | -22.0% | +82.4% | +62.6% |
| 1Y | +51.0% | -23.4% | +74.4% | +53.3% |
| 3Y | +135.6% | -35.8% | +171.4% | +142.1% |
| All | +105.6% | -43.3% | +149.0% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling