+506.1%
NTAP vs ACM
+233.3%
+272.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -15.1% | +5.4% | -20.4% | -17.0% |
| 30D | -28.1% | +15.1% | -43.2% | -32.4% |
| 3M | -11.4% | -10.5% | -1.0% | -8.5% |
| 6M | +52.2% | -19.7% | +71.9% | +63.5% |
| YTD | +60.4% | -28.8% | +89.2% | +80.5% |
| 1Y | +51.0% | -47.9% | +98.9% | +93.4% |
| 3Y | +135.6% | -12.4% | +147.9% | +138.7% |
| 5Y | +107.5% | +0.6% | +107.0% | +95.6% |
| 10Y | +608.6% | +161.3% | +447.4% | +318.0% |
| All | +506.1% | +233.3% | +272.7% | +151.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling