+103.0%
NTAP vs AS
+134.9%
-31.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -15.1% | +6.9% | -22.0% | -16.2% |
| 30D | -28.1% | +16.0% | -44.1% | -30.3% |
| 3M | -11.4% | -12.8% | +1.4% | -9.3% |
| 6M | +52.2% | -15.4% | +67.6% | +56.2% |
| YTD | +60.4% | -15.7% | +76.2% | +63.9% |
| 1Y | +51.0% | +6.1% | +44.9% | +46.0% |
| All | +103.0% | +134.9% | -31.8% | +58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling