+139.2%
NTAP vs AHR
+356.1%
-216.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.9% | +9.4% | +8.6% |
| 7D | +7.4% | -2.1% | +9.5% | +7.5% |
| 30D | -1.4% | +1.9% | -3.3% | -1.5% |
| 3M | +24.6% | +15.7% | +8.9% | +22.4% |
| 6M | +105.9% | +2.5% | +103.4% | +105.4% |
| YTD | +88.5% | +15.0% | +73.5% | +83.8% |
| 1Y | +62.1% | +28.1% | +34.0% | +53.8% |
| All | +139.2% | +356.1% | -216.9% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 10y: compounded portfolio wealth divided by compounded AHR 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…
10y analysis · Full analysis span regression · 6 months rolling