+589.7%
NTAP vs AG
+64.8%
+524.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.5% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -7.0% | +12.5% | -19.5% | -8.0% |
| 3M | +12.3% | +28.2% | -15.9% | +9.7% |
| 6M | +85.1% | -18.8% | +104.0% | +86.4% |
| YTD | +74.8% | +27.4% | +47.4% | +68.6% |
| 1Y | +52.7% | +132.2% | -79.5% | +39.4% |
| 3Y | +147.7% | +286.9% | -139.2% | +111.5% |
| 5Y | +124.8% | +72.8% | +52.0% | +99.4% |
| 10Y | +589.7% | +74.6% | +515.1% | +516.7% |
| All | +589.7% | +64.8% | +524.9% | +516.7% |
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