+135.6%
NTAP vs ACM
-12.3%
+147.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -15.1% | +5.4% | -20.4% | -16.5% |
| 30D | -28.1% | +15.1% | -43.2% | -31.3% |
| 3M | -11.4% | -10.5% | -1.0% | -8.3% |
| 6M | +52.2% | -19.7% | +71.9% | +64.1% |
| YTD | +60.4% | -28.8% | +89.2% | +81.8% |
| 1Y | +51.0% | -47.9% | +98.9% | +98.6% |
| 3Y | +135.6% | -12.4% | +147.9% | +139.2% |
| All | +135.6% | -12.3% | +147.9% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling