+149.5%
NTAP vs ARWR
+79.8%
+69.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -2.7% |
| 7D | +7.2% | -17.8% | +25.0% | +9.1% |
| 30D | -18.4% | -18.1% | -0.2% | -16.8% |
| 3M | -11.3% | -44.2% | +32.9% | -6.2% |
| 6M | +53.8% | -38.6% | +92.4% | +60.3% |
| YTD | +72.0% | -28.0% | +100.0% | +74.7% |
| 1Y | +68.0% | +16.1% | +51.9% | +59.1% |
| 3Y | +149.5% | +84.0% | +65.5% | +113.8% |
| All | +149.5% | +79.8% | +69.7% | +113.8% |
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