+122.5%
NTAP vs APTV
-77.2%
+199.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | -2.4% | -8.9% | +6.5% | +0.6% |
| 30D | -23.4% | -9.5% | -13.9% | -21.1% |
| 3M | -7.5% | -20.6% | +13.1% | -1.0% |
| 6M | +56.4% | -28.9% | +85.2% | +71.7% |
| YTD | +73.6% | -48.2% | +121.8% | +110.1% |
| 1Y | +68.4% | -51.7% | +120.1% | +108.5% |
| 3Y | +150.6% | -48.1% | +198.7% | +189.9% |
| 5Y | +122.5% | -76.7% | +199.1% | +226.4% |
| All | +122.5% | -77.2% | +199.6% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling