+524.5%
NTAP vs ALM
+3,798.4%
-3,273.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +4.0% |
| 7D | -5.0% | +0.7% | -5.7% | -5.0% |
| 30D | -25.8% | -26.1% | +0.3% | -25.7% |
| 3M | -6.9% | -38.1% | +31.2% | -6.8% |
| 6M | +50.0% | -55.4% | +105.4% | +50.3% |
| YTD | +66.9% | -0.4% | +67.3% | +66.8% |
| 1Y | +58.3% | +25.4% | +32.9% | +58.0% |
| 3Y | +145.1% | +907.8% | -762.6% | +143.1% |
| 5Y | +114.2% | +440.2% | -326.0% | +112.5% |
| 10Y | +576.6% | +2,031.1% | -1,454.6% | +568.6% |
| All | +524.5% | +3,798.4% | -3,273.9% | +512.7% |
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