+570.8%
NTAP vs AVAV
+358.8%
+212.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.4% |
| 7D | -7.8% | 0.0% | -7.7% | -7.9% |
| 30D | -25.8% | -9.9% | -15.9% | -24.6% |
| 3M | -11.2% | -34.7% | +23.5% | -5.3% |
| 6M | +49.9% | -26.6% | +76.5% | +53.9% |
| YTD | +66.9% | -48.9% | +115.8% | +78.6% |
| 1Y | +58.8% | -63.0% | +121.9% | +79.9% |
| 3Y | +140.8% | +1.6% | +139.3% | +111.1% |
| 5Y | +115.0% | +34.5% | +80.5% | +68.4% |
| 10Y | +570.8% | +359.3% | +211.5% | +294.2% |
| All | +570.8% | +358.8% | +212.0% | +294.2% |
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