+1,702.3%
NTAP vs AGI
+5,459.2%
-3,756.9%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | -0.8% | +0.6% | -1.4% | -0.8% |
| 30D | -0.5% | +18.2% | -18.8% | -1.5% |
| 3M | +4.1% | -4.1% | +8.2% | +4.1% |
| 6M | +88.0% | -28.7% | +116.7% | +90.3% |
| YTD | +75.6% | -4.0% | +79.6% | +74.9% |
| 1Y | +58.9% | +17.4% | +41.5% | +56.6% |
| 3Y | +153.6% | +203.0% | -49.4% | +137.2% |
| 5Y | +127.6% | +376.7% | -249.0% | +107.4% |
| 10Y | +580.4% | +407.5% | +172.9% | +500.7% |
| All | +1,702.3% | +5,459.2% | -3,756.9% | +1,726.7% |
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