+538.9%
NTAP vs AG
+445.6%
+93.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.3% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -0.5% | +19.2% | -19.7% | -2.6% |
| 3M | +4.1% | +6.2% | -2.1% | +2.9% |
| 6M | +88.0% | -26.7% | +114.6% | +91.5% |
| YTD | +75.6% | +26.1% | +49.5% | +67.8% |
| 1Y | +58.9% | +131.7% | -72.7% | +41.3% |
| 3Y | +153.6% | +255.3% | -101.8% | +108.3% |
| 5Y | +127.6% | +61.9% | +65.7% | +97.2% |
| 10Y | +580.4% | +72.0% | +508.3% | +433.4% |
| All | +538.9% | +445.6% | +93.3% | +176.2% |
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