+590.2%
NTAP vs ALLY
+178.4%
+411.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.2% | +3.1% |
| 7D | +3.3% | +1.0% | +2.2% | +2.8% |
| 30D | -0.2% | -3.3% | +3.1% | +1.0% |
| 3M | +11.4% | +0.5% | +10.9% | +10.8% |
| 6M | +88.7% | +12.6% | +76.1% | +78.9% |
| YTD | +78.9% | -4.7% | +83.6% | +80.0% |
| 1Y | +58.8% | +5.2% | +53.6% | +53.7% |
| 3Y | +153.5% | +66.5% | +87.1% | +101.9% |
| 5Y | +136.7% | +0.2% | +136.5% | +117.3% |
| 10Y | +590.2% | +180.8% | +409.4% | +317.1% |
| All | +590.2% | +178.4% | +411.8% | +317.1% |
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