+105.6%
NTAP vs AR
+71.8%
+33.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -15.1% | -14.3% | -0.8% | -12.7% |
| 30D | -28.1% | +1.4% | -29.5% | -28.3% |
| 3M | -11.4% | +3.4% | -14.8% | -12.2% |
| 6M | +52.2% | -2.1% | +54.3% | +52.0% |
| YTD | +60.4% | +4.7% | +55.7% | +57.6% |
| 1Y | +51.0% | +10.6% | +40.4% | +46.5% |
| 3Y | +135.6% | +24.6% | +111.0% | +120.6% |
| All | +105.6% | +71.8% | +33.8% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling