+576.6%
NTAP vs ACM
+147.1%
+429.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.2% | -1.1% | +1.8% |
| 7D | -5.0% | +6.9% | -11.9% | -7.6% |
| 30D | -25.8% | +19.1% | -44.8% | -31.3% |
| 3M | -6.9% | -6.9% | +0.1% | -5.1% |
| 6M | +50.0% | -12.0% | +62.0% | +55.6% |
| YTD | +66.9% | -25.1% | +92.1% | +85.4% |
| 1Y | +58.3% | -45.4% | +103.7% | +102.8% |
| 3Y | +145.1% | -6.9% | +152.0% | +141.0% |
| 5Y | +114.2% | +3.7% | +110.5% | +96.9% |
| 10Y | +576.6% | +135.8% | +440.8% | +320.5% |
| All | +576.6% | +147.1% | +429.4% | +320.5% |
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