+589.7%
NTAP vs ALLY
+182.4%
+407.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.5% |
| 7D | -2.4% | -2.8% | +0.3% | -1.4% |
| 30D | -23.4% | +1.9% | -25.3% | -24.0% |
| 3M | -7.5% | -12.1% | +4.6% | -3.3% |
| 6M | +56.4% | -9.0% | +65.4% | +60.5% |
| YTD | +73.6% | -12.9% | +86.5% | +80.2% |
| 1Y | +68.4% | -0.1% | +68.5% | +66.1% |
| 3Y | +150.6% | +64.6% | +86.0% | +100.9% |
| 5Y | +122.5% | -10.1% | +132.5% | +112.9% |
| 10Y | +589.7% | +176.7% | +413.0% | +331.3% |
| All | +589.7% | +182.4% | +407.4% | +331.3% |
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