+570.8%
NTAP vs ACWI
+220.7%
+350.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.5% |
| 7D | -7.8% | -0.2% | -7.6% | -7.3% |
| 30D | -25.8% | -3.3% | -22.5% | -22.3% |
| 3M | -11.2% | -3.4% | -7.8% | -6.9% |
| 6M | +49.9% | +0.8% | +49.1% | +49.5% |
| YTD | +66.9% | +10.7% | +56.2% | +48.5% |
| 1Y | +58.8% | +11.6% | +47.2% | +40.0% |
| 3Y | +140.8% | +73.4% | +67.4% | +27.5% |
| 5Y | +115.0% | +60.2% | +54.8% | +25.2% |
| 10Y | +570.8% | +221.6% | +349.2% | +73.5% |
| All | +570.8% | +220.7% | +350.1% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling