+156.0%
NTAP vs ALLY
+64.0%
+92.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +9.9% | -2.1% | +12.0% | +10.7% |
| 30D | -22.1% | +2.0% | -24.1% | -22.7% |
| 3M | -7.7% | -13.3% | +5.6% | -3.2% |
| 6M | +60.9% | -9.9% | +70.8% | +65.5% |
| YTD | +76.4% | -13.5% | +90.0% | +83.5% |
| 1Y | +69.3% | -2.8% | +72.2% | +68.2% |
| All | +156.0% | +64.0% | +92.0% | +105.0% |
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