+66.7%
NTAP vs ALB
-7.9%
+74.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +3.9% |
| 7D | -2.4% | +1.1% | -3.5% | -2.7% |
| 30D | -23.4% | -2.6% | -20.9% | -23.2% |
| 3M | -7.5% | -25.6% | +18.0% | -3.8% |
| 6M | +56.4% | -54.0% | +110.4% | +76.0% |
| YTD | +73.6% | -31.6% | +105.2% | +81.8% |
| All | +66.7% | -7.9% | +74.6% | +69.4% |
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