+127.9%
NTAP vs AU
+381.3%
-253.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | +7.2% | -7.2% | +14.4% | +7.7% |
| 30D | -18.4% | -2.9% | -15.5% | -18.3% |
| 3M | -11.3% | -8.7% | -2.7% | -11.1% |
| 6M | +53.8% | -14.1% | +67.9% | +54.4% |
| YTD | +72.0% | +4.8% | +67.2% | +69.5% |
| 1Y | +68.0% | +11.9% | +56.1% | +64.7% |
| 3Y | +149.5% | +513.8% | -364.3% | +109.5% |
| All | +127.9% | +381.3% | -253.4% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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