+513.4%
NTAP vs ALLE
+340.4%
+173.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.2% | +3.6% |
| 7D | -2.4% | -0.8% | -1.6% | -1.9% |
| 30D | -23.4% | +27.4% | -50.8% | -32.4% |
| 3M | -7.5% | +13.8% | -21.4% | -14.0% |
| 6M | +56.4% | +45.5% | +10.9% | +27.0% |
| YTD | +73.6% | +21.4% | +52.2% | +53.6% |
| 1Y | +68.4% | +15.4% | +53.0% | +52.9% |
| 3Y | +150.6% | +91.7% | +58.9% | +68.6% |
| 5Y | +122.5% | +54.5% | +67.9% | +64.6% |
| 10Y | +589.7% | +210.5% | +379.2% | +255.7% |
| All | +513.4% | +340.4% | +173.0% | +187.7% |
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 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