+531.8%
NTAP vs AG
+284.3%
+247.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.2% |
| 7D | -2.4% | -4.0% | +1.6% | -2.0% |
| 30D | -23.4% | -13.1% | -10.4% | -22.4% |
| 3M | -7.5% | -22.0% | +14.5% | -5.6% |
| 6M | +56.4% | -37.3% | +93.6% | +62.3% |
| YTD | +73.6% | -11.2% | +84.8% | +71.5% |
| 1Y | +68.4% | +23.9% | +44.4% | +60.2% |
| 3Y | +150.6% | +225.1% | -74.6% | +107.9% |
| 5Y | +122.5% | +7.7% | +114.7% | +100.6% |
| 10Y | +589.7% | +86.9% | +502.8% | +433.9% |
| All | +531.8% | +284.3% | +247.5% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling