+466.8%
NTAP vs ALLE
+327.3%
+139.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -15.1% | -0.6% | -14.5% | -14.9% |
| 30D | -28.1% | +25.3% | -53.4% | -36.1% |
| 3M | -11.4% | +10.3% | -21.7% | -16.4% |
| 6M | +52.2% | +38.0% | +14.2% | +26.8% |
| YTD | +60.4% | +17.8% | +42.6% | +43.9% |
| 1Y | +51.0% | +13.6% | +37.4% | +38.0% |
| 3Y | +135.6% | +89.2% | +46.3% | +59.2% |
| 5Y | +107.5% | +51.1% | +56.5% | +55.1% |
| 10Y | +608.6% | +228.1% | +380.5% | +258.1% |
| All | +466.8% | +327.3% | +139.5% | +169.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling