+68.1%
NTAP vs AUR
-17.4%
+85.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.8% | -0.8% |
| 7D | -16.1% | -19.8% | +3.8% | -12.6% |
| 30D | -15.9% | -29.0% | +13.1% | -10.7% |
| 3M | -1.2% | -43.6% | +42.3% | +8.7% |
| 6M | +70.1% | -36.6% | +106.7% | +80.9% |
| YTD | +77.9% | +6.3% | +71.7% | +70.9% |
| 1Y | +68.1% | -9.0% | +77.2% | +63.9% |
| All | +68.1% | -17.4% | +85.5% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling