+105.6%
NTAP vs AG
+12.9%
+92.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.3% |
| 7D | -15.1% | +6.3% | -21.4% | -15.6% |
| 30D | -28.1% | -8.9% | -19.1% | -27.5% |
| 3M | -11.4% | -12.2% | +0.8% | -10.8% |
| 6M | +52.2% | -28.3% | +80.5% | +55.5% |
| YTD | +60.4% | -8.8% | +69.2% | +57.5% |
| 1Y | +51.0% | +39.4% | +11.6% | +41.3% |
| 3Y | +135.6% | +229.4% | -93.9% | +92.1% |
| All | +105.6% | +12.9% | +92.7% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling