+520.3%
NTAP vs ALLE
+260.9%
+259.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | -0.8% | -0.2% | -0.5% | -0.7% |
| 30D | -0.5% | -6.8% | +6.3% | +2.8% |
| 3M | +4.1% | +21.0% | -17.0% | -6.6% |
| 6M | +88.0% | +1.1% | +86.9% | +83.9% |
| YTD | +75.6% | -0.5% | +76.1% | +72.6% |
| 1Y | +58.9% | -7.3% | +66.2% | +61.9% |
| 3Y | +153.6% | +42.3% | +111.3% | +100.0% |
| 5Y | +127.6% | +13.5% | +114.2% | +99.0% |
| 10Y | +580.4% | +144.0% | +436.3% | +296.0% |
| All | +520.3% | +260.9% | +259.4% | +223.4% |
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 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