+572.0%
NTAP vs ALK
-41.7%
+613.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -15.1% | +9.0% | -24.1% | -17.5% |
| 30D | -28.1% | -1.6% | -26.4% | -28.1% |
| 3M | -11.4% | -23.2% | +11.7% | -5.2% |
| 6M | +52.2% | -3.9% | +56.1% | +50.0% |
| YTD | +60.4% | -22.6% | +83.0% | +66.0% |
| 1Y | +51.0% | -5.3% | +56.3% | +45.8% |
| 3Y | +135.6% | +18.6% | +117.0% | +98.7% |
| 5Y | +107.5% | -34.4% | +141.9% | +108.4% |
| All | +572.0% | -41.7% | +613.7% | +516.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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