+590.2%
NTAP vs ARWR
+1,075.6%
-485.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | +3.3% | +2.9% | +0.4% | +3.0% |
| 30D | -0.2% | -2.9% | +2.7% | +0.1% |
| 3M | +11.4% | +15.2% | -3.8% | +9.4% |
| 6M | +88.7% | +42.3% | +46.4% | +80.4% |
| YTD | +78.9% | +28.2% | +50.7% | +72.5% |
| 1Y | +58.8% | +213.2% | -154.4% | +38.0% |
| 3Y | +153.5% | +184.6% | -31.1% | +112.6% |
| 5Y | +136.7% | +29.2% | +107.5% | +107.1% |
| 10Y | +590.2% | +1,012.5% | -422.4% | +402.5% |
| All | +590.2% | +1,075.6% | -485.4% | +402.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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