+1,160.3%
NTAP vs ACWI
+356.8%
+803.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.3% |
| 30D | -0.5% | +0.9% | -1.4% | -1.5% |
| 3M | +4.1% | +2.4% | +1.7% | +1.6% |
| 6M | +88.0% | +12.4% | +75.6% | +65.0% |
| YTD | +75.6% | +15.2% | +60.4% | +50.6% |
| 1Y | +58.9% | +22.7% | +36.2% | +27.4% |
| 3Y | +153.6% | +75.8% | +77.8% | +40.0% |
| 5Y | +127.6% | +67.7% | +59.9% | +32.4% |
| 10Y | +580.4% | +229.0% | +351.4% | +102.8% |
| All | +1,160.3% | +356.8% | +803.5% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling