+69.3%
NTAP vs BAH
+3.0%
+66.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | +9.9% | -2.6% | +12.4% | +10.0% |
| 30D | -22.1% | +20.4% | -42.5% | -23.1% |
| 3M | -7.7% | +11.9% | -19.5% | -8.1% |
| 6M | +60.9% | +17.1% | +43.8% | +59.4% |
| YTD | +76.4% | +5.5% | +70.9% | +74.7% |
| 1Y | +69.3% | +5.6% | +63.7% | +67.4% |
| All | +69.3% | +3.0% | +66.3% | +67.4% |
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