+581.7%
NTAP vs AVAV
+478.6%
+103.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | -0.8% | -2.2% | +1.5% | -0.4% |
| 30D | -0.5% | -13.9% | +13.4% | +1.9% |
| 3M | +4.1% | -29.2% | +33.3% | +9.2% |
| 6M | +88.0% | -36.1% | +124.1% | +98.5% |
| YTD | +75.6% | -40.2% | +115.8% | +84.3% |
| 1Y | +58.9% | -36.2% | +95.1% | +62.8% |
| 3Y | +153.6% | +47.5% | +106.0% | +107.4% |
| 5Y | +127.6% | +39.3% | +88.4% | +78.9% |
| 10Y | +580.4% | +482.6% | +97.8% | +267.2% |
| All | +581.7% | +478.6% | +103.1% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling