+19,285.3%
NTAP vs AIG
-64.7%
+19,350.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +7.2% | +6.6% | +0.6% | +5.7% |
| 30D | -18.4% | +7.0% | -25.4% | -19.7% |
| 3M | -11.3% | +9.7% | -21.0% | -13.3% |
| 6M | +53.8% | +10.8% | +43.0% | +49.5% |
| YTD | +72.0% | -1.3% | +73.2% | +71.2% |
| 1Y | +68.0% | +8.4% | +59.7% | +63.7% |
| 3Y | +149.5% | +39.0% | +110.5% | +128.3% |
| 5Y | +125.6% | +59.6% | +66.0% | +98.6% |
| 10Y | +583.1% | +68.4% | +514.7% | +472.6% |
| All | +19,285.3% | -64.7% | +19,350.0% | +20,856.3% |
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