+105.6%
NTAP vs BAH
+8.3%
+97.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | +0.5% |
| 7D | -15.1% | -3.5% | -11.5% | -14.7% |
| 30D | -28.1% | +24.3% | -52.3% | -30.6% |
| 3M | -11.4% | +16.3% | -27.8% | -13.9% |
| 6M | +52.2% | +13.6% | +38.6% | +48.2% |
| YTD | +60.4% | +3.5% | +56.9% | +57.9% |
| 1Y | +51.0% | +2.7% | +48.3% | +48.6% |
| 3Y | +135.6% | -26.6% | +162.1% | +140.8% |
| All | +105.6% | +8.3% | +97.4% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling