+143.4%
NTAP vs AIG
+53.2%
+90.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.4% | +8.1% | +8.4% |
| 7D | +7.4% | -1.2% | +8.5% | +7.8% |
| 30D | -1.4% | -1.1% | -0.3% | -1.0% |
| 3M | +24.6% | +0.7% | +23.9% | +24.1% |
| 6M | +105.9% | -2.2% | +108.1% | +106.3% |
| YTD | +88.5% | -10.8% | +99.4% | +95.0% |
| 1Y | +62.1% | -2.0% | +64.1% | +60.9% |
| 3Y | +169.1% | +34.8% | +134.2% | +129.5% |
| All | +143.4% | +53.2% | +90.2% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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