+135.6%
NTAP vs ALHC
+21.9%
+113.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | -0.2% |
| 7D | -15.1% | +1.0% | -16.0% | -15.0% |
| 30D | -28.1% | -14.2% | -13.9% | -28.5% |
| 3M | -11.4% | -45.1% | +33.7% | -13.7% |
| 6M | +52.2% | -59.5% | +111.8% | +47.7% |
| YTD | +60.4% | -62.8% | +123.3% | +55.4% |
| 1Y | +51.0% | -55.5% | +106.5% | +47.1% |
| 3Y | +135.6% | +25.7% | +109.9% | +137.5% |
| All | +135.6% | +21.9% | +113.6% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling