+52.2%
NTAP vs ALB
-50.3%
+102.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -15.1% | +9.1% | -24.1% | -16.1% |
| 30D | -28.1% | -3.4% | -24.7% | -27.7% |
| 3M | -11.4% | -20.6% | +9.2% | -9.2% |
| 6M | +52.2% | -48.2% | +100.4% | +79.3% |
| All | +52.2% | -50.3% | +102.6% | +79.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling