+19,691.7%
NTAP vs AIG
-67.7%
+19,759.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.3% |
| 7D | -0.8% | -0.9% | +0.2% | -0.6% |
| 30D | -0.5% | -4.9% | +4.3% | +0.5% |
| 3M | +4.1% | +4.5% | -0.4% | +2.9% |
| 6M | +88.0% | -1.4% | +89.4% | +87.9% |
| YTD | +75.6% | -9.8% | +85.4% | +78.8% |
| 1Y | +58.9% | -4.5% | +63.4% | +59.4% |
| 3Y | +153.6% | +37.4% | +116.1% | +133.0% |
| 5Y | +127.6% | +55.0% | +72.7% | +102.2% |
| 10Y | +580.4% | +63.7% | +516.7% | +476.4% |
| All | +19,691.7% | -67.7% | +19,759.5% | +21,782.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling