+143.4%
NTAP vs AUR
-35.1%
+178.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +7.0% | +8.4% |
| 7D | +7.4% | +1.4% | +6.0% | +7.2% |
| 30D | -1.4% | -6.4% | +5.0% | -0.9% |
| 3M | +24.6% | +7.7% | +16.9% | +23.3% |
| 6M | +105.9% | +44.5% | +61.4% | +97.1% |
| YTD | +88.5% | +67.4% | +21.1% | +77.8% |
| 1Y | +62.1% | +15.4% | +46.7% | +57.5% |
| 3Y | +169.1% | +94.8% | +74.2% | +136.0% |
| All | +143.4% | -35.1% | +178.4% | +103.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling