+149.4%
NTAP vs AFL
+62.8%
+86.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.3% |
| 7D | +2.2% | -2.1% | +4.3% | +2.6% |
| 30D | -7.0% | -5.4% | -1.6% | -6.1% |
| 3M | +12.3% | -0.3% | +12.6% | +12.3% |
| 6M | +85.1% | +5.2% | +79.9% | +82.8% |
| YTD | +74.8% | +5.7% | +69.1% | +72.2% |
| 1Y | +52.7% | +10.2% | +42.5% | +48.9% |
| All | +149.4% | +62.8% | +86.7% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling