+127.9%
NTAP vs ALLE
+51.6%
+76.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | +7.2% | +3.6% | +3.6% | +5.9% |
| 30D | -18.4% | +25.9% | -44.3% | -25.3% |
| 3M | -11.3% | +15.8% | -27.1% | -16.3% |
| 6M | +53.8% | +48.1% | +5.7% | +30.3% |
| YTD | +72.0% | +22.0% | +50.0% | +57.6% |
| 1Y | +68.0% | +18.0% | +50.0% | +56.3% |
| 3Y | +149.5% | +93.1% | +56.4% | +79.7% |
| All | +127.9% | +51.6% | +76.3% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling