+562.2%
NTAP vs AR
+57.4%
+504.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +7.2% | +7.4% | -0.2% | +6.2% |
| 30D | -18.4% | +5.8% | -24.1% | -19.0% |
| 3M | -11.3% | +5.2% | -16.5% | -12.1% |
| 6M | +53.8% | +5.4% | +48.3% | +52.1% |
| YTD | +72.0% | +12.4% | +59.5% | +68.1% |
| 1Y | +68.0% | +12.8% | +55.2% | +63.9% |
| 3Y | +149.5% | +47.2% | +102.3% | +131.7% |
| 5Y | +125.6% | +101.1% | +24.4% | +96.1% |
| All | +562.2% | +57.4% | +504.9% | +450.5% |
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