+570.8%
NTAP vs ALLE
+217.2%
+353.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -7.8% | +0.1% | -7.8% | -7.7% |
| 30D | -25.8% | +25.9% | -51.7% | -34.4% |
| 3M | -11.2% | +14.9% | -26.1% | -18.0% |
| 6M | +49.9% | +42.1% | +7.8% | +22.3% |
| YTD | +66.9% | +20.4% | +46.5% | +47.6% |
| 1Y | +58.8% | +14.9% | +44.0% | +44.2% |
| 3Y | +140.8% | +90.1% | +50.7% | +59.1% |
| 5Y | +115.0% | +53.0% | +62.0% | +57.6% |
| 10Y | +570.8% | +208.8% | +362.0% | +240.4% |
| All | +570.8% | +217.2% | +353.6% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling