+1,665.3%
NTAP vs AGI
+4,206.7%
-2,541.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | +7.2% | -10.1% | +17.3% | +7.7% |
| 30D | -18.4% | -6.5% | -11.8% | -18.2% |
| 3M | -11.3% | -12.8% | +1.5% | -10.9% |
| 6M | +53.8% | -34.3% | +88.1% | +56.4% |
| YTD | +72.0% | -25.6% | +97.6% | +73.3% |
| 1Y | +68.0% | -14.2% | +82.3% | +68.1% |
| 3Y | +149.5% | +127.3% | +22.2% | +136.5% |
| 5Y | +125.6% | +241.8% | -116.2% | +108.6% |
| 10Y | +583.1% | +381.8% | +201.3% | +504.9% |
| All | +1,665.3% | +4,206.7% | -2,541.5% | +1,709.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling