+589.7%
NTAP vs ALK
-41.4%
+631.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.4% |
| 7D | -2.4% | +2.6% | -5.0% | -3.1% |
| 30D | -23.4% | +7.8% | -31.2% | -25.4% |
| 3M | -7.5% | -15.2% | +7.7% | -3.7% |
| 6M | +56.4% | +5.0% | +51.3% | +50.1% |
| YTD | +73.6% | -18.4% | +92.1% | +76.9% |
| 1Y | +68.4% | -2.4% | +70.8% | +61.4% |
| 3Y | +150.6% | +19.8% | +130.8% | +111.2% |
| 5Y | +122.5% | -27.8% | +150.2% | +116.7% |
| 10Y | +589.7% | -42.0% | +631.7% | +525.6% |
| All | +589.7% | -41.4% | +631.1% | +525.6% |
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