+444.8%
NTAP vs ALLY
+95.5%
+349.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.8% |
| 7D | -7.8% | -0.7% | -7.1% | -7.5% |
| 30D | -25.8% | +1.1% | -26.9% | -26.1% |
| 3M | -11.2% | -13.2% | +1.9% | -6.8% |
| 6M | +49.9% | -13.5% | +63.4% | +56.7% |
| YTD | +66.9% | -14.3% | +81.2% | +74.2% |
| 1Y | +58.8% | -1.1% | +60.0% | +57.2% |
| 3Y | +140.8% | +62.0% | +78.8% | +93.8% |
| 5Y | +115.0% | -9.6% | +124.6% | +105.0% |
| 10Y | +570.8% | +176.0% | +394.8% | +295.1% |
| All | +444.8% | +95.5% | +349.3% | +241.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling