+105.6%
NTAP vs ALK
-34.8%
+140.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -15.1% | +9.0% | -24.1% | -17.0% |
| 30D | -28.1% | -1.6% | -26.4% | -28.0% |
| 3M | -11.4% | -23.2% | +11.7% | -6.3% |
| 6M | +52.2% | -3.9% | +56.1% | +50.4% |
| YTD | +60.4% | -22.6% | +83.0% | +65.6% |
| 1Y | +51.0% | -5.3% | +56.3% | +46.4% |
| 3Y | +135.6% | +18.6% | +117.0% | +99.9% |
| All | +105.6% | -34.8% | +140.4% | +103.1% |
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