+572.0%
NTAP vs ALLY
+189.4%
+382.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | -15.1% | +0.9% | -16.0% | -15.4% |
| 30D | -28.1% | +3.1% | -31.2% | -28.9% |
| 3M | -11.4% | -12.6% | +1.1% | -7.3% |
| 6M | +52.2% | -12.4% | +64.7% | +58.3% |
| YTD | +60.4% | -13.2% | +73.6% | +66.6% |
| 1Y | +51.0% | +1.8% | +49.2% | +47.9% |
| 3Y | +135.6% | +58.0% | +77.6% | +91.7% |
| 5Y | +107.5% | -8.4% | +116.0% | +97.2% |
| All | +572.0% | +189.4% | +382.6% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling