+136.7%
NTAP vs ALM
+1,033.0%
-896.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.8% | -6.9% | +1.6% |
| 7D | +3.3% | +8.4% | -5.2% | +3.0% |
| 30D | -0.2% | +34.8% | -35.0% | -1.3% |
| 3M | +11.4% | +16.2% | -4.8% | +10.5% |
| 6M | +88.7% | +2.1% | +86.5% | +87.0% |
| YTD | +78.9% | +117.0% | -38.1% | +72.9% |
| 1Y | +58.8% | +313.9% | -255.0% | +50.0% |
| 3Y | +153.5% | +2,327.9% | -2,174.4% | +123.6% |
| 5Y | +136.7% | +1,040.6% | -903.9% | +112.9% |
| All | +136.7% | +1,033.0% | -896.3% | +112.9% |
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