+135.6%
NTAP vs ALLY
+54.4%
+81.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -28.8% |
| 3M | -11.4% | -12.6% | +1.1% | -7.4% |
| 6M | +52.2% | -12.4% | +64.7% | +58.2% |
| YTD | +60.4% | -13.2% | +73.6% | +66.6% |
| 1Y | +51.0% | +1.8% | +49.2% | +47.3% |
| 3Y | +135.6% | +58.0% | +77.6% | +92.9% |
| All | +135.6% | +54.4% | +81.2% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling