+131.1%
NTAP vs ALLY
+1.6%
+129.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.8% | +3.7% | -4.4% | -2.0% |
| 30D | -0.5% | -2.3% | +1.7% | +0.2% |
| 3M | +4.1% | +3.8% | +0.2% | +2.5% |
| 6M | +88.0% | +9.7% | +78.2% | +80.3% |
| YTD | +75.6% | -1.4% | +77.0% | +74.8% |
| 1Y | +58.9% | +8.2% | +50.7% | +52.6% |
| 3Y | +153.6% | +66.5% | +87.1% | +104.8% |
| All | +131.1% | +1.6% | +129.5% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling