+562.2%
NTAP vs BAH
+198.8%
+363.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | +7.2% | +1.7% | +5.5% | +6.7% |
| 30D | -18.4% | +20.8% | -39.2% | -22.8% |
| 3M | -11.3% | +11.6% | -22.9% | -14.6% |
| 6M | +53.8% | +23.1% | +30.7% | +42.9% |
| YTD | +72.0% | +5.3% | +66.7% | +65.4% |
| 1Y | +68.0% | +6.1% | +61.9% | +60.9% |
| 3Y | +149.5% | -27.5% | +177.0% | +158.1% |
| 5Y | +125.6% | +6.2% | +119.4% | +95.6% |
| All | +562.2% | +198.8% | +363.4% | +283.7% |
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