+500.1%
NTAP vs ALM
+3,507.4%
-3,007.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.3% | -0.1% |
| 7D | -15.1% | -6.7% | -8.4% | -15.0% |
| 30D | -28.1% | -32.9% | +4.8% | -28.0% |
| 3M | -11.4% | -39.5% | +28.1% | -11.3% |
| 6M | +52.2% | -62.0% | +114.2% | +52.6% |
| YTD | +60.4% | -7.8% | +68.3% | +60.3% |
| 1Y | +51.0% | +26.7% | +24.3% | +50.8% |
| 3Y | +135.6% | +825.4% | -689.8% | +133.7% |
| 5Y | +107.5% | +401.2% | -293.7% | +106.0% |
| 10Y | +608.6% | +2,074.0% | -1,465.4% | +600.4% |
| All | +500.1% | +3,507.4% | -3,007.3% | +488.9% |
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 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