+127.9%
NTAP vs AFL
+149.6%
-21.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +7.2% | +2.9% | +4.3% | +6.2% |
| 30D | -18.4% | +8.0% | -26.3% | -20.6% |
| 3M | -11.3% | +5.9% | -17.2% | -13.2% |
| 6M | +53.8% | +11.6% | +42.1% | +46.9% |
| YTD | +72.0% | +17.5% | +54.4% | +60.5% |
| 1Y | +68.0% | +13.3% | +54.8% | +59.2% |
| 3Y | +149.5% | +67.0% | +82.5% | +92.4% |
| All | +127.9% | +149.6% | -21.7% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling