+569.6%
NTAP vs ALK
-35.2%
+604.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | -0.5% | -19.2% | +18.7% | +5.6% |
| 3M | +4.1% | -1.5% | +5.6% | +3.1% |
| 6M | +88.0% | -13.1% | +101.0% | +90.1% |
| YTD | +75.6% | -16.4% | +92.0% | +78.7% |
| 1Y | +58.9% | -33.1% | +92.0% | +72.6% |
| 3Y | +153.6% | +0.6% | +152.9% | +128.1% |
| 5Y | +127.6% | -26.4% | +154.0% | +121.1% |
| All | +569.6% | -35.2% | +604.8% | +499.4% |
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