+17,983.5%
NTAP vs ALK
+926.4%
+17,057.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -15.1% | +9.0% | -24.1% | -17.8% |
| 30D | -28.1% | -1.6% | -26.4% | -28.1% |
| 3M | -11.4% | -23.2% | +11.7% | -4.5% |
| 6M | +52.2% | -3.9% | +56.1% | +49.8% |
| YTD | +60.4% | -22.6% | +83.0% | +66.1% |
| 1Y | +51.0% | -5.3% | +56.3% | +45.5% |
| 3Y | +135.6% | +18.6% | +117.0% | +98.4% |
| 5Y | +107.5% | -34.4% | +141.9% | +107.9% |
| 10Y | +608.6% | -40.8% | +649.4% | +555.8% |
| All | +17,983.5% | +926.4% | +17,057.1% | +4,966.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling