+21,151.7%
NTAP vs AJG
+6,712.0%
+14,439.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.2% | +9.8% | +9.1% |
| 7D | +7.4% | -8.3% | +15.6% | +11.4% |
| 30D | -1.4% | -5.7% | +4.3% | +0.7% |
| 3M | +24.6% | +9.1% | +15.5% | +18.3% |
| 6M | +105.9% | +15.2% | +90.7% | +89.4% |
| YTD | +88.5% | -6.3% | +94.8% | +88.9% |
| 1Y | +62.1% | -19.1% | +81.2% | +72.6% |
| 3Y | +169.1% | +8.2% | +160.8% | +144.0% |
| 5Y | +141.9% | +75.6% | +66.2% | +72.5% |
| 10Y | +644.0% | +471.1% | +172.9% | +203.1% |
| All | +21,151.7% | +6,712.0% | +14,439.7% | +3,175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling