+17,983.5%
NTAP vs ALL
+2,581.0%
+15,402.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.9% |
| 7D | -15.1% | -1.9% | -13.1% | -14.4% |
| 30D | -28.1% | +13.8% | -41.9% | -32.5% |
| 3M | -11.4% | -7.0% | -4.4% | -9.3% |
| 6M | +52.2% | +18.0% | +34.2% | +38.7% |
| YTD | +60.4% | +24.2% | +36.2% | +41.8% |
| 1Y | +51.0% | +31.2% | +19.8% | +29.9% |
| 3Y | +135.6% | +107.5% | +28.0% | +58.2% |
| 5Y | +107.5% | +144.8% | -37.3% | +24.7% |
| 10Y | +608.6% | +375.8% | +232.9% | +206.5% |
| All | +17,983.5% | +2,581.0% | +15,402.5% | +2,987.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling