+187.1%
NTAP vs ALHC
-29.3%
+216.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.9% |
| 7D | +3.3% | -1.0% | +4.2% | +3.3% |
| 30D | -0.2% | -6.3% | +6.1% | -0.1% |
| 3M | +11.4% | -12.3% | +23.7% | +11.4% |
| 6M | +88.7% | -27.0% | +115.7% | +89.4% |
| YTD | +78.9% | -31.8% | +110.8% | +79.8% |
| 1Y | +58.8% | -17.0% | +75.8% | +58.3% |
| 3Y | +153.5% | +159.8% | -6.3% | +128.2% |
| 5Y | +136.7% | -25.1% | +161.9% | +120.4% |
| All | +187.1% | -29.3% | +216.5% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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