+68.1%
NTAP vs AJG
+19.3%
+48.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -0.2% |
| 7D | -16.1% | +10.7% | -26.8% | -13.7% |
| 30D | -15.9% | +26.9% | -42.8% | -11.1% |
| 3M | -1.2% | +16.6% | -17.8% | +3.3% |
| 6M | +70.1% | +40.1% | +29.9% | +79.6% |
| YTD | +77.9% | +12.4% | +65.5% | +86.0% |
| 1Y | +68.1% | +15.9% | +52.2% | +77.7% |
| All | +68.1% | +19.3% | +48.8% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling