+58.8%
NTAP vs ACM
-47.1%
+106.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.1% |
| 7D | +3.3% | -0.3% | +3.5% | +3.3% |
| 30D | -0.2% | -12.9% | +12.7% | +2.9% |
| 3M | +11.4% | -6.4% | +17.8% | +12.5% |
| 6M | +88.7% | -29.2% | +117.9% | +105.6% |
| YTD | +78.9% | -29.9% | +108.9% | +96.9% |
| 1Y | +58.8% | -47.3% | +106.1% | +87.7% |
| All | +58.8% | -47.1% | +106.0% | +87.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling