+111.2%
NTAP vs AS
+137.8%
-26.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.3% |
| 7D | -7.8% | +4.5% | -12.2% | -8.5% |
| 30D | -25.8% | +13.2% | -39.0% | -27.7% |
| 3M | -11.2% | -11.9% | +0.7% | -9.2% |
| 6M | +49.9% | -11.6% | +61.5% | +52.5% |
| YTD | +66.9% | -14.7% | +81.6% | +70.1% |
| 1Y | +58.8% | +5.7% | +53.1% | +53.8% |
| All | +111.2% | +137.8% | -26.6% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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