+105.6%
NTAP vs ALM
+396.4%
-290.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.2% |
| 7D | -15.1% | -6.7% | -8.4% | -14.8% |
| 30D | -28.1% | -32.9% | +4.8% | -27.1% |
| 3M | -11.4% | -39.5% | +28.1% | -10.1% |
| 6M | +52.2% | -62.0% | +114.2% | +56.2% |
| YTD | +60.4% | -7.8% | +68.3% | +59.5% |
| 1Y | +51.0% | +26.7% | +24.3% | +48.4% |
| 3Y | +135.6% | +825.4% | -689.8% | +115.6% |
| All | +105.6% | +396.4% | -290.8% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling