+117.7%
NTAP vs AS
+123.4%
-5.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | +7.2% | -4.9% | +12.1% | +8.2% |
| 30D | -18.4% | +3.9% | -22.3% | -19.2% |
| 3M | -11.3% | -9.6% | -1.7% | -9.8% |
| 6M | +53.8% | -8.7% | +62.4% | +54.9% |
| YTD | +72.0% | -19.8% | +91.8% | +77.3% |
| 1Y | +68.0% | -1.5% | +69.6% | +64.9% |
| All | +117.7% | +123.4% | -5.8% | +71.0% |
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