+127.9%
NTAP vs ARWR
-34.9%
+162.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.9% | -2.7% |
| 7D | +7.2% | -17.8% | +25.0% | +9.6% |
| 30D | -18.4% | -18.1% | -0.2% | -16.5% |
| 3M | -11.3% | -44.2% | +32.9% | -5.0% |
| 6M | +53.8% | -38.6% | +92.4% | +61.7% |
| YTD | +72.0% | -28.0% | +100.0% | +75.6% |
| 1Y | +68.0% | +16.1% | +51.9% | +58.6% |
| 3Y | +149.5% | +84.0% | +65.5% | +104.4% |
| All | +127.9% | -34.9% | +162.8% | +99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling