+90.0%
NTAP vs ADVB
-97.5%
+187.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.2% |
| 7D | -15.1% | -13.9% | -1.1% | -14.8% |
| 30D | -28.1% | -68.1% | +40.0% | -26.9% |
| 3M | -11.4% | -73.4% | +61.9% | -9.9% |
| 6M | +52.2% | -70.8% | +123.0% | +50.4% |
| YTD | +60.4% | -66.1% | +126.5% | +58.2% |
| 1Y | +51.0% | -77.5% | +128.5% | +51.5% |
| All | +90.0% | -97.5% | +187.5% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling