+149.5%
NTAP vs BAH
-32.4%
+181.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | -0.8% | -3.2% | +2.5% | -0.2% |
| 30D | -0.5% | +2.0% | -2.5% | -0.9% |
| 3M | +4.1% | -7.6% | +11.7% | +5.4% |
| 6M | +88.0% | -5.7% | +93.6% | +89.0% |
| YTD | +75.6% | -11.7% | +87.3% | +77.7% |
| 1Y | +58.9% | -27.4% | +86.3% | +66.0% |
| All | +149.5% | -32.4% | +181.9% | +168.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling