+477.1%
NTAP vs AR
-30.5%
+507.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +3.4% |
| 7D | -7.8% | -5.8% | -2.0% | -7.0% |
| 30D | -25.8% | +4.8% | -30.6% | -26.3% |
| 3M | -11.2% | +1.5% | -12.7% | -11.6% |
| 6M | +49.9% | +4.7% | +45.2% | +48.4% |
| YTD | +66.9% | +9.2% | +57.7% | +63.7% |
| 1Y | +58.8% | +11.2% | +47.7% | +55.2% |
| 3Y | +140.8% | +46.2% | +94.6% | +123.4% |
| 5Y | +115.0% | +98.1% | +16.9% | +86.4% |
| 10Y | +570.8% | +54.5% | +516.3% | +451.6% |
| All | +477.1% | -30.5% | +507.6% | +407.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling