+562.2%
NTAP vs ALB
+32.4%
+529.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | +7.2% | -5.8% | +13.0% | +8.8% |
| 30D | -18.4% | -4.5% | -13.8% | -17.5% |
| 3M | -11.3% | -28.1% | +16.8% | -4.2% |
| 6M | +53.8% | -53.2% | +106.9% | +84.5% |
| YTD | +72.0% | -33.3% | +105.3% | +84.7% |
| 1Y | +68.0% | -17.4% | +85.5% | +69.7% |
| 3Y | +149.5% | -14.1% | +163.6% | +124.9% |
| 5Y | +125.6% | -64.0% | +189.6% | +152.7% |
| All | +562.2% | +32.4% | +529.9% | +284.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling