+135.6%
NTAP vs ARWR
+105.6%
+30.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -15.1% | -2.9% | -12.2% | -14.7% |
| 30D | -28.1% | -5.4% | -22.7% | -27.6% |
| 3M | -11.4% | -32.2% | +20.8% | -8.0% |
| 6M | +52.2% | -26.5% | +78.7% | +56.0% |
| YTD | +60.4% | -12.4% | +72.8% | +60.1% |
| 1Y | +51.0% | +46.9% | +4.1% | +39.6% |
| 3Y | +135.6% | +116.0% | +19.6% | +98.0% |
| All | +135.6% | +105.6% | +30.0% | +98.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling