+590.2%
NTAP vs ACM
+128.0%
+462.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +3.3% | -0.3% | +3.5% | +3.4% |
| 30D | -0.2% | -12.9% | +12.7% | +5.1% |
| 3M | +11.4% | -6.4% | +17.8% | +13.1% |
| 6M | +88.7% | -29.2% | +117.9% | +116.4% |
| YTD | +78.9% | -29.9% | +108.9% | +105.2% |
| 1Y | +58.8% | -47.3% | +106.1% | +106.8% |
| 3Y | +153.5% | -19.6% | +173.2% | +167.2% |
| 5Y | +136.7% | +5.5% | +131.2% | +116.2% |
| 10Y | +590.2% | +129.7% | +460.5% | +331.0% |
| All | +590.2% | +128.0% | +462.2% | +331.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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