+19,691.8%
NTAP vs AFL
+5,839.5%
+13,852.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | -0.5% | -6.2% | +5.6% | +1.9% |
| 3M | +4.1% | +2.2% | +1.9% | +2.9% |
| 6M | +88.0% | +5.3% | +82.7% | +83.5% |
| YTD | +75.6% | +8.0% | +67.6% | +69.6% |
| 1Y | +58.9% | +10.2% | +48.7% | +51.9% |
| 3Y | +153.6% | +67.1% | +86.5% | +103.5% |
| 5Y | +127.6% | +135.6% | -7.9% | +59.5% |
| 10Y | +580.4% | +299.4% | +281.0% | +277.7% |
| All | +19,691.8% | +5,839.5% | +13,852.2% | +3,708.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling