+572.0%
NTAP vs AVAV
+361.4%
+210.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.5% | -10.6% | -1.9% |
| 7D | -15.1% | -10.6% | -4.5% | -13.5% |
| 30D | -28.1% | -18.8% | -9.3% | -25.6% |
| 3M | -11.4% | -34.1% | +22.7% | -5.6% |
| 6M | +52.2% | -35.3% | +87.5% | +59.8% |
| YTD | +60.4% | -53.4% | +113.8% | +74.5% |
| 1Y | +51.0% | -65.6% | +116.6% | +73.2% |
| 3Y | +135.6% | -5.1% | +140.6% | +108.7% |
| 5Y | +107.5% | +18.5% | +89.0% | +66.6% |
| All | +572.0% | +361.4% | +210.6% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling