+576.6%
NTAP vs BAH
+218.8%
+357.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.6% |
| 7D | -5.0% | -1.5% | -3.5% | -4.7% |
| 30D | -25.8% | +17.3% | -43.0% | -29.2% |
| 3M | -6.9% | +14.9% | -21.8% | -11.1% |
| 6M | +50.0% | +14.2% | +35.8% | +42.4% |
| YTD | +66.9% | +5.1% | +61.8% | +60.6% |
| 1Y | +58.3% | +2.1% | +56.2% | +53.4% |
| 3Y | +145.1% | -26.0% | +171.1% | +151.5% |
| 5Y | +114.2% | +9.0% | +105.2% | +83.4% |
| 10Y | +576.6% | +208.8% | +367.8% | +285.3% |
| All | +576.6% | +218.8% | +357.8% | +285.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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