+66.7%
NTAP vs ALC
-10.5%
+77.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.2% | +3.9% |
| 7D | -2.4% | -6.3% | +3.8% | -2.8% |
| 30D | -23.4% | +12.6% | -36.0% | -23.3% |
| 3M | -7.5% | -3.8% | -3.7% | -6.1% |
| 6M | +56.4% | +16.8% | +39.5% | +52.9% |
| YTD | +73.6% | -7.6% | +81.2% | +79.1% |
| All | +66.7% | -10.5% | +77.2% | +72.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling