+127.8%
NTAP vs ALK
-27.8%
+155.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.3% |
| 7D | -2.4% | +2.6% | -5.0% | -3.0% |
| 30D | -23.4% | +7.8% | -31.2% | -25.0% |
| 3M | -7.5% | -15.2% | +7.7% | -4.3% |
| 6M | +56.4% | +5.0% | +51.3% | +51.2% |
| YTD | +73.6% | -18.4% | +92.1% | +77.1% |
| 1Y | +68.4% | -2.4% | +70.8% | +62.4% |
| 3Y | +150.6% | +19.8% | +130.8% | +113.4% |
| All | +127.8% | -27.8% | +155.6% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling