+105.6%
NTAP vs ALL
+143.1%
-37.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.5% |
| 7D | -15.1% | -1.9% | -13.1% | -14.8% |
| 30D | -28.1% | +13.8% | -41.9% | -29.7% |
| 3M | -11.4% | -7.0% | -4.4% | -10.5% |
| 6M | +52.2% | +18.0% | +34.2% | +47.3% |
| YTD | +60.4% | +24.2% | +36.2% | +53.1% |
| 1Y | +51.0% | +31.2% | +19.8% | +42.2% |
| 3Y | +135.6% | +107.5% | +28.0% | +93.4% |
| All | +105.6% | +143.1% | -37.4% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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