+1,052.9%
NTAP vs ACWI
+330.1%
+722.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -3.8% | -5.9% | -5.6% |
| 7D | -22.5% | -4.0% | -18.4% | -18.6% |
| 30D | -25.7% | -5.8% | -19.9% | -20.3% |
| 3M | -9.0% | -5.0% | -4.0% | -3.3% |
| 6M | +49.2% | +0.7% | +48.5% | +48.9% |
| YTD | +60.6% | +8.4% | +52.2% | +47.9% |
| 1Y | +48.7% | +10.1% | +38.6% | +34.7% |
| 3Y | +135.6% | +70.8% | +64.8% | +35.2% |
| 5Y | +107.8% | +55.4% | +52.4% | +31.9% |
| 10Y | +609.4% | +223.3% | +386.1% | +117.3% |
| All | +1,052.9% | +330.1% | +722.7% | +165.8% |
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