+149.4%
NTAP vs AGI
+214.4%
-65.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | +2.2% | +2.2% | 0.0% | +2.0% |
| 30D | -7.0% | +11.3% | -18.3% | -8.0% |
| 3M | +12.3% | +5.6% | +6.7% | +11.4% |
| 6M | +85.1% | -27.7% | +112.8% | +89.7% |
| YTD | +74.8% | -4.1% | +78.9% | +73.3% |
| 1Y | +52.7% | +13.8% | +38.9% | +48.3% |
| All | +149.4% | +214.4% | -65.0% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling