+131.1%
NTAP vs ARWR
+28.5%
+102.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.8% | +1.7% | -2.4% | -1.0% |
| 30D | -0.5% | -0.7% | +0.1% | -0.5% |
| 3M | +4.1% | +14.9% | -10.8% | +1.8% |
| 6M | +88.0% | +32.6% | +55.3% | +79.0% |
| YTD | +75.6% | +30.0% | +45.5% | +67.2% |
| 1Y | +58.9% | +208.4% | -149.4% | +31.7% |
| 3Y | +153.6% | +208.8% | -55.2% | +95.9% |
| All | +131.1% | +28.5% | +102.6% | +90.3% |
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