+589.7%
NTAP vs BAH
+186.6%
+403.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | +2.2% | -1.3% | +3.5% | +2.6% |
| 30D | -7.0% | -6.6% | -0.4% | -5.3% |
| 3M | +12.3% | -7.2% | +19.5% | +14.1% |
| 6M | +85.1% | -10.0% | +95.1% | +89.0% |
| YTD | +74.8% | -12.5% | +87.2% | +78.2% |
| 1Y | +52.7% | -27.9% | +80.6% | +64.8% |
| 3Y | +147.7% | -31.4% | +179.1% | +157.8% |
| 5Y | +124.8% | -3.2% | +128.0% | +97.8% |
| 10Y | +589.7% | +191.5% | +398.3% | +303.1% |
| All | +589.7% | +186.6% | +403.1% | +303.1% |
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