+215.1%
NTAP vs ALC
+21.6%
+193.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.7% |
| 7D | +3.3% | -3.7% | +6.9% | +4.7% |
| 30D | -0.2% | -3.7% | +3.5% | +1.1% |
| 3M | +11.4% | +4.6% | +6.8% | +8.6% |
| 6M | +88.7% | -14.6% | +103.3% | +98.6% |
| YTD | +78.9% | -11.9% | +90.8% | +85.5% |
| 1Y | +58.8% | -13.1% | +72.0% | +65.3% |
| 3Y | +153.5% | -15.0% | +168.5% | +160.4% |
| 5Y | +136.7% | -16.2% | +152.9% | +139.9% |
| All | +215.1% | +21.6% | +193.5% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling