+576.6%
NTAP vs ALK
-37.5%
+614.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +2.0% |
| 7D | -5.0% | +8.9% | -13.9% | -7.4% |
| 30D | -25.8% | +5.9% | -31.7% | -27.3% |
| 3M | -6.9% | -16.5% | +9.6% | -2.7% |
| 6M | +50.0% | +2.1% | +47.9% | +45.3% |
| YTD | +66.9% | -17.1% | +84.0% | +69.3% |
| 1Y | +58.3% | -2.9% | +61.1% | +52.0% |
| 3Y | +145.1% | +24.5% | +120.7% | +104.1% |
| 5Y | +114.2% | -29.1% | +143.3% | +110.2% |
| 10Y | +576.6% | -39.1% | +615.7% | +506.8% |
| All | +576.6% | -37.5% | +614.0% | +506.8% |
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