+181.7%
NTAP vs ALHC
-28.9%
+210.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.8% |
| 30D | -0.5% | -1.0% | +0.5% | -0.5% |
| 3M | +4.1% | -10.2% | +14.2% | +4.1% |
| 6M | +88.0% | -28.3% | +116.2% | +88.8% |
| YTD | +75.6% | -31.4% | +107.0% | +76.4% |
| 1Y | +58.9% | -16.9% | +75.8% | +58.4% |
| 3Y | +153.6% | +135.5% | +18.1% | +130.2% |
| 5Y | +127.6% | -33.6% | +161.3% | +112.0% |
| All | +181.7% | -28.9% | +210.7% | +154.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling