+569.6%
NTAP vs AR
+47.7%
+522.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.8% | +2.5% | -3.3% | -1.1% |
| 30D | -0.5% | +14.8% | -15.3% | -2.4% |
| 3M | +4.1% | +6.2% | -2.2% | +3.1% |
| 6M | +88.0% | +4.3% | +83.7% | +86.3% |
| YTD | +75.6% | +14.4% | +61.2% | +71.5% |
| 1Y | +58.9% | +21.3% | +37.6% | +53.5% |
| 3Y | +153.6% | +39.8% | +113.8% | +136.8% |
| 5Y | +127.6% | +142.1% | -14.4% | +92.9% |
| All | +569.6% | +47.7% | +522.0% | +482.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling