+107.9%
NTAP vs ADVB
-88.3%
+196.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -0.8% | -3.8% | +3.0% | -0.7% |
| 30D | -0.5% | +17.6% | -18.1% | -0.9% |
| 3M | +4.1% | +119.1% | -115.1% | +0.8% |
| 6M | +88.0% | +103.4% | -15.4% | +80.3% |
| YTD | +75.6% | +59.8% | +15.7% | +69.5% |
| 1Y | +58.9% | +8.5% | +50.4% | +54.4% |
| All | +107.9% | -88.3% | +196.2% | +129.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling