+562.2%
NTAP vs AG
+76.0%
+486.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.3% |
| 7D | +7.2% | -10.0% | +17.2% | +8.1% |
| 30D | -18.4% | -10.5% | -7.9% | -17.7% |
| 3M | -11.3% | -27.3% | +15.9% | -9.4% |
| 6M | +53.8% | -43.0% | +96.7% | +59.4% |
| YTD | +72.0% | -17.9% | +89.9% | +71.3% |
| 1Y | +68.0% | +11.9% | +56.1% | +62.9% |
| 3Y | +149.5% | +201.8% | -52.3% | +117.5% |
| 5Y | +125.6% | -0.1% | +125.7% | +108.1% |
| All | +562.2% | +76.0% | +486.2% | +477.7% |
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