+164.1%
NTAP vs AUR
-35.0%
+199.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | +2.2% | +11.1% | -8.9% | +1.1% |
| 30D | -7.0% | -6.9% | -0.2% | -6.6% |
| 3M | +12.3% | +5.5% | +6.8% | +11.4% |
| 6M | +85.1% | +41.0% | +44.1% | +77.6% |
| YTD | +74.8% | +69.3% | +5.5% | +64.6% |
| 1Y | +52.7% | +14.0% | +38.6% | +48.5% |
| 3Y | +147.7% | +90.1% | +57.6% | +117.6% |
| 5Y | +124.8% | -34.4% | +159.2% | +91.7% |
| All | +164.1% | -35.0% | +199.1% | +126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling