+105.6%
NTAP vs ALB
-61.7%
+167.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | -15.1% | +9.1% | -24.1% | -16.5% |
| 30D | -28.1% | -3.4% | -24.7% | -27.7% |
| 3M | -11.4% | -20.6% | +9.2% | -8.1% |
| 6M | +52.2% | -48.2% | +100.4% | +70.5% |
| YTD | +60.4% | -29.2% | +89.7% | +67.5% |
| 1Y | +51.0% | +10.0% | +41.0% | +44.3% |
| 3Y | +135.6% | -12.9% | +148.5% | +118.1% |
| All | +105.6% | -61.7% | +167.4% | +120.6% |
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