+17,983.5%
NTAP vs ALB
+1,752.2%
+16,231.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -15.1% | +9.1% | -24.1% | -17.9% |
| 30D | -28.1% | -3.4% | -24.7% | -27.4% |
| 3M | -11.4% | -20.6% | +9.2% | -4.9% |
| 6M | +52.2% | -48.2% | +100.4% | +89.0% |
| YTD | +60.4% | -29.2% | +89.7% | +72.9% |
| 1Y | +51.0% | +10.0% | +41.0% | +36.8% |
| 3Y | +135.6% | -12.9% | +148.5% | +101.8% |
| 5Y | +107.5% | -61.3% | +168.8% | +125.3% |
| 10Y | +608.6% | +35.8% | +572.8% | +284.8% |
| All | +17,983.5% | +1,752.2% | +16,231.3% | +2,974.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling