+68.1%
NTAP vs ALB
+4.7%
+63.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -6.9% | -2.4% |
| 7D | -16.1% | -2.1% | -14.0% | -15.8% |
| 30D | -15.9% | -9.0% | -6.9% | -14.9% |
| 3M | -1.2% | -21.1% | +19.9% | +1.6% |
| 6M | +70.1% | -49.9% | +120.0% | +87.5% |
| YTD | +77.9% | -32.3% | +110.2% | +86.0% |
| 1Y | +68.1% | +8.6% | +59.5% | +64.7% |
| All | +68.1% | +4.7% | +63.4% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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