+563.3%
NTAP vs ACM
+230.8%
+332.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -0.8% | -3.7% | +3.0% | +0.8% |
| 30D | -0.5% | -11.1% | +10.6% | +3.5% |
| 3M | +4.1% | -8.0% | +12.1% | +6.5% |
| 6M | +88.0% | -29.7% | +117.6% | +114.4% |
| YTD | +75.6% | -29.4% | +104.9% | +99.1% |
| 1Y | +58.9% | -46.4% | +105.3% | +102.0% |
| 3Y | +153.6% | -22.3% | +175.9% | +171.4% |
| 5Y | +127.6% | +4.5% | +123.2% | +111.6% |
| 10Y | +580.4% | +127.6% | +452.7% | +326.8% |
| All | +563.3% | +230.8% | +332.5% | +177.4% |
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