+135.6%
NTAP vs ALLE
+88.9%
+46.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -15.1% | -0.6% | -14.5% | -14.9% |
| 30D | -28.1% | +25.3% | -53.4% | -32.1% |
| 3M | -11.4% | +10.3% | -21.7% | -13.5% |
| 6M | +52.2% | +38.0% | +14.2% | +38.6% |
| YTD | +60.4% | +17.8% | +42.6% | +54.2% |
| 1Y | +51.0% | +13.6% | +37.4% | +47.2% |
| 3Y | +135.6% | +89.2% | +46.3% | +91.0% |
| All | +135.6% | +88.9% | +46.7% | +91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling