+562.2%
NTAP vs ALM
+2,100.8%
-1,538.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.7% | -10.3% | -2.8% |
| 7D | +7.2% | +1.2% | +6.0% | +7.1% |
| 30D | -18.4% | -19.3% | +1.0% | -17.8% |
| 3M | -11.3% | -40.6% | +29.3% | -10.1% |
| 6M | +53.8% | -57.9% | +111.7% | +57.0% |
| YTD | +72.0% | -6.7% | +78.7% | +70.8% |
| 1Y | +68.0% | +20.2% | +47.9% | +65.5% |
| 3Y | +149.5% | +879.4% | -730.0% | +128.0% |
| 5Y | +125.6% | +415.3% | -289.7% | +107.8% |
| All | +562.2% | +2,100.8% | -1,538.6% | +487.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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