+19,691.7%
NTAP vs ALL
+2,631.1%
+17,060.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.7% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -0.5% | -1.5% | +0.9% | 0.0% |
| 3M | +4.1% | +23.6% | -19.6% | -6.2% |
| 6M | +88.0% | +22.3% | +65.6% | +69.5% |
| YTD | +75.6% | +26.5% | +49.1% | +55.1% |
| 1Y | +58.9% | +27.0% | +31.9% | +39.5% |
| 3Y | +153.6% | +149.6% | +4.0% | +56.8% |
| 5Y | +127.6% | +118.1% | +9.6% | +45.5% |
| 10Y | +580.4% | +369.0% | +211.4% | +198.8% |
| All | +19,691.7% | +2,631.1% | +17,060.6% | +3,277.6% |
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