+4,726.5%
NTAP vs AU
+793.6%
+3,932.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | -0.8% | -3.6% | +2.9% | -0.5% |
| 30D | -0.5% | +23.9% | -24.4% | -2.1% |
| 3M | +4.1% | +19.1% | -15.0% | +2.6% |
| 6M | +88.0% | -0.2% | +88.1% | +86.8% |
| YTD | +75.6% | +32.5% | +43.1% | +70.8% |
| 1Y | +58.9% | +96.9% | -38.0% | +50.2% |
| 3Y | +153.6% | +614.7% | -461.2% | +116.5% |
| 5Y | +127.6% | +647.7% | -520.1% | +91.3% |
| 10Y | +580.4% | +679.2% | -98.8% | +445.2% |
| All | +4,726.5% | +793.6% | +3,932.9% | +4,062.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling