+18,710.3%
NTAP vs APA
+490.7%
+18,219.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | -7.8% | -5.5% | -2.2% | -6.5% |
| 30D | -25.8% | -1.2% | -24.6% | -25.7% |
| 3M | -11.2% | +10.6% | -21.8% | -13.8% |
| 6M | +49.9% | +28.4% | +21.5% | +39.8% |
| YTD | +66.9% | +89.7% | -22.9% | +40.2% |
| 1Y | +58.8% | +90.6% | -31.8% | +33.0% |
| 3Y | +140.8% | +36.9% | +103.9% | +109.4% |
| 5Y | +115.0% | +83.2% | +31.8% | +64.8% |
| 10Y | +570.8% | -0.1% | +570.9% | +371.0% |
| All | +18,710.3% | +490.7% | +18,219.6% | +8,243.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling