+149.5%
NTAP vs APA
+8.0%
+141.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.7% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -0.5% | +23.4% | -23.9% | -4.5% |
| 3M | +4.1% | +12.7% | -8.6% | +1.4% |
| 6M | +88.0% | +39.4% | +48.5% | +73.6% |
| YTD | +75.6% | +79.0% | -3.4% | +53.7% |
| 1Y | +58.9% | +88.8% | -29.9% | +36.6% |
| All | +149.5% | +8.0% | +141.5% | +109.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling