+17,983.5%
NTAP vs APA
+484.3%
+17,499.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.8% | -0.7% |
| 7D | -15.1% | -15.5% | +0.4% | -11.6% |
| 30D | -28.1% | +2.4% | -30.5% | -28.6% |
| 3M | -11.4% | +22.8% | -34.2% | -16.1% |
| 6M | +52.2% | +17.9% | +34.3% | +44.7% |
| YTD | +60.4% | +87.7% | -27.3% | +35.2% |
| 1Y | +51.0% | +94.2% | -43.2% | +25.9% |
| 3Y | +135.6% | +27.2% | +108.3% | +108.4% |
| 5Y | +107.5% | +74.1% | +33.4% | +61.1% |
| 10Y | +608.6% | +2.6% | +606.0% | +393.5% |
| All | +17,983.5% | +484.3% | +17,499.2% | +7,942.2% |
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