+135.6%
NTAP vs APA
+24.2%
+111.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -0.6% |
| 7D | -15.1% | -15.5% | +0.4% | -12.4% |
| 30D | -28.1% | +2.4% | -30.5% | -28.5% |
| 3M | -11.4% | +22.8% | -34.2% | -15.2% |
| 6M | +52.2% | +17.9% | +34.3% | +46.4% |
| YTD | +60.4% | +87.7% | -27.3% | +38.3% |
| 1Y | +51.0% | +94.2% | -43.2% | +28.9% |
| 3Y | +135.6% | +27.2% | +108.3% | +104.6% |
| All | +135.6% | +24.2% | +111.3% | +104.6% |
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