+589.7%
NTAP vs APA
-1.1%
+590.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.9% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | -7.0% | +9.3% | -16.3% | -8.7% |
| 3M | +12.3% | +23.3% | -11.0% | +7.4% |
| 6M | +85.1% | +39.5% | +45.6% | +72.0% |
| YTD | +74.8% | +87.6% | -12.8% | +53.2% |
| 1Y | +52.7% | +114.2% | -61.6% | +29.7% |
| 3Y | +147.7% | +13.6% | +134.1% | +129.3% |
| 5Y | +124.8% | +175.6% | -50.8% | +70.1% |
| 10Y | +589.7% | -2.6% | +592.4% | +415.5% |
| All | +589.7% | -1.1% | +590.8% | +415.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling