+105.6%
NTAP vs ACM
-2.7%
+108.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -15.1% | +5.4% | -20.4% | -16.8% |
| 30D | -28.1% | +15.1% | -43.2% | -32.0% |
| 3M | -11.4% | -10.5% | -1.0% | -8.2% |
| 6M | +52.2% | -19.7% | +71.9% | +64.7% |
| YTD | +60.4% | -28.8% | +89.2% | +82.7% |
| 1Y | +51.0% | -47.9% | +98.9% | +99.8% |
| 3Y | +135.6% | -12.4% | +147.9% | +134.5% |
| All | +105.6% | -2.7% | +108.4% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling