+136.7%
NTAP vs ACI
-44.9%
+181.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +2.2% |
| 7D | +3.3% | -2.6% | +5.8% | +3.5% |
| 30D | -0.2% | +1.1% | -1.3% | -0.3% |
| 3M | +11.4% | -23.6% | +35.0% | +13.3% |
| 6M | +88.7% | -29.9% | +118.6% | +93.1% |
| YTD | +78.9% | -26.9% | +105.8% | +82.1% |
| 1Y | +58.8% | -34.2% | +93.1% | +63.1% |
| 3Y | +153.5% | -43.6% | +197.2% | +163.1% |
| 5Y | +136.7% | -42.4% | +179.1% | +143.2% |
| All | +136.7% | -44.9% | +181.7% | +143.2% |
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