+135.6%
NTAP vs ALC
+2.3%
+133.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | -15.1% | +4.9% | -19.9% | -16.0% |
| 30D | -28.1% | +19.0% | -47.0% | -31.1% |
| 3M | -11.4% | +7.8% | -19.2% | -13.1% |
| 6M | +52.2% | +14.6% | +37.6% | +45.6% |
| YTD | +60.4% | -4.4% | +64.9% | +62.4% |
| 1Y | +51.0% | +1.4% | +49.6% | +49.4% |
| 3Y | +135.6% | +2.5% | +133.0% | +128.7% |
| All | +135.6% | +2.3% | +133.3% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling