+19,691.7%
NTAP vs APA
+457.1%
+19,234.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.9% |
| 7D | -0.8% | +0.5% | -1.3% | -0.9% |
| 30D | -0.5% | +23.4% | -23.9% | -5.6% |
| 3M | +4.1% | +12.7% | -8.6% | +0.5% |
| 6M | +88.0% | +39.4% | +48.5% | +71.1% |
| YTD | +75.6% | +79.0% | -3.4% | +50.1% |
| 1Y | +58.9% | +88.8% | -29.9% | +33.0% |
| 3Y | +153.6% | +6.4% | +147.2% | +134.4% |
| 5Y | +127.6% | +153.0% | -25.3% | +60.7% |
| 10Y | +580.4% | +7.5% | +572.8% | +365.2% |
| All | +19,691.7% | +457.1% | +19,234.6% | +8,831.6% |
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