+58.8%
NTAP vs BAH
-27.4%
+86.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.0% |
| 7D | +3.3% | -4.3% | +7.6% | +3.9% |
| 30D | -0.2% | -4.5% | +4.3% | +0.4% |
| 3M | +11.4% | -7.6% | +19.0% | +13.0% |
| 6M | +88.7% | -10.6% | +99.3% | +91.9% |
| YTD | +78.9% | -12.6% | +91.5% | +80.9% |
| 1Y | +58.8% | -27.0% | +85.8% | +63.7% |
| All | +58.8% | -27.4% | +86.2% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling