+570.8%
NTAP vs AG
+64.1%
+506.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.9% | +5.8% | +0.4% |
| 7D | -7.8% | +6.0% | -13.7% | -8.2% |
| 30D | -25.8% | -13.5% | -12.2% | -25.0% |
| 3M | -11.2% | -20.7% | +9.4% | -10.0% |
| 6M | +49.9% | -31.5% | +81.5% | +53.2% |
| YTD | +66.9% | -10.1% | +77.0% | +65.1% |
| 1Y | +58.8% | +26.0% | +32.8% | +52.6% |
| 3Y | +140.8% | +228.9% | -88.1% | +108.7% |
| 5Y | +115.0% | +8.7% | +106.3% | +97.1% |
| 10Y | +570.8% | +71.9% | +498.9% | +483.8% |
| All | +570.8% | +64.1% | +506.7% | +483.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling