+556.8%
NTAP vs ALM
+7,705.7%
-7,149.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | -0.8% | -2.6% | +1.8% | -0.8% |
| 30D | -0.5% | +32.0% | -32.5% | -0.6% |
| 3M | +4.1% | -15.0% | +19.1% | +4.1% |
| 6M | +88.0% | -10.1% | +98.1% | +87.9% |
| YTD | +75.6% | +99.4% | -23.9% | +75.1% |
| 1Y | +58.9% | +316.4% | -257.4% | +58.1% |
| 3Y | +153.6% | +2,022.0% | -1,868.4% | +150.9% |
| 5Y | +127.6% | +941.2% | -813.5% | +125.4% |
| 10Y | +580.4% | +2,950.3% | -2,370.0% | +571.2% |
| All | +556.8% | +7,705.7% | -7,149.0% | +543.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling