+576.6%
NTAP vs ALLY
+201.0%
+375.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.1% | +3.7% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | -25.8% | +3.4% | -29.2% | -26.7% |
| 3M | -6.9% | -11.1% | +4.2% | -3.1% |
| 6M | +50.0% | -11.5% | +61.5% | +55.5% |
| YTD | +66.9% | -12.3% | +79.3% | +72.8% |
| 1Y | +58.3% | +1.1% | +57.1% | +55.4% |
| 3Y | +145.1% | +64.8% | +80.3% | +96.5% |
| 5Y | +114.2% | -6.9% | +121.1% | +102.4% |
| 10Y | +576.6% | +194.9% | +381.6% | +322.1% |
| All | +576.6% | +201.0% | +375.5% | +322.1% |
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