+124.2%
NTAP vs AGI
+406.3%
-282.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.1% |
| 3M | +12.3% | +5.6% | +6.7% | +11.3% |
| 6M | +85.1% | -27.7% | +112.8% | +90.0% |
| YTD | +74.8% | -4.1% | +78.9% | +73.2% |
| 1Y | +52.7% | +13.8% | +38.9% | +48.0% |
| 3Y | +147.7% | +217.0% | -69.4% | +106.3% |
| All | +124.2% | +406.3% | -282.1% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling