+131.1%
NTAP vs ALB
-44.4%
+175.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.6% | +1.0% |
| 7D | -0.8% | -8.1% | +7.3% | +0.7% |
| 30D | -0.5% | +6.3% | -6.8% | -1.9% |
| 3M | +4.1% | -23.6% | +27.6% | +8.9% |
| 6M | +88.0% | -24.6% | +112.6% | +95.8% |
| YTD | +75.6% | -10.3% | +85.8% | +76.0% |
| 1Y | +58.9% | +61.5% | -2.5% | +40.4% |
| 3Y | +153.6% | -34.0% | +187.5% | +153.6% |
| All | +131.1% | -44.4% | +175.5% | +130.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling