+136.7%
NTAP vs BAH
-2.8%
+139.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.1% |
| 7D | +3.3% | -4.3% | +7.6% | +4.1% |
| 30D | -0.2% | -4.5% | +4.3% | +0.5% |
| 3M | +11.4% | -7.6% | +19.0% | +12.7% |
| 6M | +88.7% | -10.6% | +99.3% | +91.6% |
| YTD | +78.9% | -12.6% | +91.5% | +81.4% |
| 1Y | +58.8% | -27.0% | +85.8% | +66.2% |
| 3Y | +153.5% | -31.5% | +185.0% | +161.5% |
| 5Y | +136.7% | -3.8% | +140.6% | +129.9% |
| All | +136.7% | -2.8% | +139.6% | +129.9% |
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