+625.8%
NTAP vs AZO
+296.8%
+329.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +7.4% | -3.6% | +10.9% | +8.5% |
| 30D | -1.4% | -5.6% | +4.2% | +0.1% |
| 3M | +24.6% | -6.6% | +31.2% | +26.4% |
| 6M | +105.9% | -22.5% | +128.4% | +119.6% |
| YTD | +88.5% | -15.2% | +103.7% | +94.9% |
| 1Y | +62.1% | -33.9% | +96.0% | +80.8% |
| 3Y | +169.1% | +11.8% | +157.2% | +145.5% |
| 5Y | +141.9% | +85.5% | +56.3% | +79.6% |
| All | +625.8% | +296.8% | +329.0% | +323.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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